I've got the x-arcade dual stick hooked up to my xbox 1 (dedicated for mame, FBX etc) and it does a pretty good job (although hitting diagonals on some games like Street Fighter can be a bit hit and miss). ...plus if your playing the x-arcade on current gen consoles you also need to purchase additional (and bulky) adapters to get them to work.
For my 360 (and it also works great on my PC) I've got one of these:
...It's a 'Super Street fighter IV Tournament SE' stick which if you can afford to get one I'd highly recommend as its very well built and is what many people use in tournaments. http://superstreetfighteriv.gameshark.com/default.asp
And if you've got more money then sense then maybe this will suit your needs...
...It's a HORI Real Arcade PRO.3 Premium VLX and although its supposed to be great its also ridiculously priced at around £235 (http://www.play-asia.com/paOS-13-71-...n-70-3py1.html
I personally still love the old sega saturn pads myself though and they probably get more use then the sticks.