If you want a PSX connector cheap you can get the PSX to Megadrive/Genesis convertor from LikSang. Now this will not work directly with the Amiga. You will need to swap some lines on the cable I think. There was a thread about this on the forum at Amiga.org and the guy had a PSX joypad up and running after some tinkering with it.
Perhaps a little OFB but check it out anyway, http://www.gamesx.com/controldata/usbsatpad/