I purchased one from eBay http://www.ebay.co.uk/itm/New-USB-10-Keys-Controller-PC-Game-Pad-Joypad-Joystick-3-/290691754353 (this one has ended but I'm sure there are others around) it was around £2.50, I think I may have had to remap some of the keys, but that was done very easily via advMame ui.

Hey bh1644,

I bought an arcade joystick off of Amazon and I think it is the one you are looking at. It has usb and a PlayStation 2 connector. I works with the rpi, just had to map the buttons and joystick. I have had an issue with it occasionally where I have to unplug and plug back in after cycling power on the rpi or it won't power up, a powered usb hub may fix that.

Here is what I added to advmame.rc

input_map[p1_up] keyboard[0,up] or joystick_digital[0,hat,y,up]
input_map[p1_down] keyboard[0,down] or joystick_digital[0,hat,y,down]
input_map[p1_right] keyboard[0,right] or joystick_digital[0,hat,x,right]
input_map[p1_left] keyboard[0,left] or joystick_digital[0,hat,x,left]
input_map[p1_button1] keyboard[1,scan0] or joystick_button[0,4]
input_map[p1_button2] keyboard[1,scan0] or joystick_button[0,6]

input_map[start1] keyboard[1,scan0] or joystick_button[0,9] or keyboard[0,1]
input_map[coin1] keyboard[1,scan0] or joystick_button[0,8] or keyboard[0,5]

input_map[ui_cancel] keyboard[0,esc] or joystick_button[0,11]
input_map[ui_configure] keyboard[0,tab] or joystick_button[0,10]
input_map[ui_select] joystick_button[0,4] or keyboard[0,enter]
input_map[ui_up] joystick_digital[0,hat,y,up] or keyboard[0,up]
input_map[ui_down] joystick_digital[0,hat,y,down] or keyboard[0,down]
input_map[ui_left] joystick_digital[0,hat,x,left] or keyboard[0,left]
input_map[ui_right] joystick_digital[0,hat,x,right] or keyboard[0,right]