I have
this. It lets you connect two PlayStation or PlayStation2 controllers to your PC via USB. It is true plug and play, without a load of messing about. It works with all of the emulators I have used.
Console and
MAMEalso...
Original NES, SNES, and Genesis with usb mods.
Super SmartJoy - SNES to USB
Titanium X-Joy - Xbox Controller to USB
3in1 Magic Joy Box lets you connect PS/PS2, Gamecube and/or Xbox game controllers to your PC.
and
others.