Aan arcade stick is great for retro games, and also for newer titles such fighting games and arcade-style shooters. If you don't want to drop a heap of cash on one, the folks at Adafruit have a guide to building your own that connects wirelessly to your PC via Bluetooth.
The whole process takes a little electronics know-how to get going, but the tutorial below walks you through the process and has a full parts list on the side, so you can customise your arcade stick with your choice of buttons. At the heart of the whole thing is the Bluefruit Bluetooth HID Keyboard Controller, which allows you to wire up any device as a Bluetooth keyboard or other interface for a computer or other device. Adafruit offers a tutorial on how to build a basic keyboard with one which is helpful for the arcade stick build, too.
For the enclosure, the project uses a simple wooden box from Amazon that was large enough for all of the components to be securely mounted to the inside (with plenty of wiggle room to work inside). The finished product looks great, is completely wireless, and can be paired to other devices as well as a PC. Hit the link below for the full walkthrough.
Bluetooth Arcade Stick [Adafruit Learning System]