I've been using a ToToTek converter to use PlayStation wired sticks / controllers with my MVS [via a Supergun with standard NG controller ports, which works with pretty much all JAMMA boards]. I'm sure there are plenty of options out there [USB decoders, other converters, regular NG compatible sticks], but this one has been working out great for me. I even built an arcade stick with a PlayStation interface, which I now use almost exclusively with my Neo Geo.
With my own build in mind, I could also suggest going custom, but that depends on the amount of work you're willing to put in. There are some great stick boards out there, which will allow you to connect your stick to pretty much anything, but that stuff isn't exactly cheap [PS360+, Brook].