If you want to go for a really cheap but pretty decent stick, I picked up this one a few months back and have been perfectly happy with it;
http://www.ciao.co.uk/Logic_3_Arcade...e_pad__6513976
The drivers are on a floppy, but I emailed Logic and they sent me them in zip format instead. It seems pretty solidly built (even when being given a huge tugging in Choplifter under MAME) and it's even got a very small rumble feature