With my mame cab I use the tank stick from xarcade and it is fantastic. You can even get adapters for all of the current and other consoles back to the PS1. They do make a single player, more portable version. They are a little pricey but they are made very very well and come with a lifetime warranty. They are made with actual arcade parts so it feels like arcade controls.http://www.xgaming.com/store/arcade-joysticks-and-game-controllers/product/x-arcade-solo-joystick/
I've been looking into getting one of those too, unfortunately it's all American style. I don't know if you have a preference but if you like Japanese style, check out the Hori V3 it's great for the price