Not sure if I can make a link to an ebay auction, but I'm looking for a fighter stick style controller that will work with my PS2 as well as MAME...there's a few to choose from, but this one looks good and the price is right. There are unfortunately no reviews of it online, which concerns me, but the only other option seems to go with X-Arcade.
I wouldn't mind wiring and building my own sticks, but I'm concerned that I don't have the knowledge to get em' to work properly with my PS2. I'm also concerned with lag, which I remember was an issue when I tried the Tekken fighter stick with my Namco Museum 50th Anniv. on PS2...there was definitely a noticeable lag between joystick input and what you saw on the screen.