Advanced users use "Rollback ROMs" to save space. These are binary patches that convert a 0.78 ROM into a 2003 Plus ROM on the fly. However, for 99% of users, sourcing a complete non-merged set is the easiest path.
Most enthusiasts use MAME 2003 Plus to play games they already paid for in arcades during the 80s and 90s, or games that are no longer commercially available.
In a Merged set, the Parent and all its Clones are combined into a single ZIP file. While this saves disk space, it can be confusing for some emulator interfaces, which may display a single ZIP as multiple different games in the menu.
Use or ROMVault with a MAME 0.78 dat file (or a MAME 2003 Plus specific dat file from the libretro repository).