I've made a tutorial on how to install Kodi, AML and Mame on Odroid XU4. It'll take you step by step from a new machine to a fully functional media center.
You can read it here: https://github.com/yimyom/odroid-xu4-setup
Feel free to contribute, fork, use and reuse, comment and even donate if you wish to support my work.
And of course, do not hesitate to contact me to ask questions and offer suggestions.