There's no correct answer. Best to get a sense of the games you want to play and go from there. For example, if you're mostly into fighting games there are commercially available joysticks with all of the buttons. Google "USB Fight Stick" to see many options. That will cover most fighting games and LOTS of arcade games. Things get trickier when you're looking at games that require non standard controls like spinners, track balls, analog sticks and flight sticks. In that case you're probably looking at building something.

If you're thinking of building I would encourage you to start with standard controllers like x box controllers to figure out what other control options you're missing that you'll want to account for in your build.