I have a terrible confession to make. I never liked the traditional Atari sticks! and have been experimenting with replacements which are more like joypads!
On real hardware I have Atari 7800 controllers (see atariage.com/controller_page.php?ControllerID=24) for a pic. The extra button doesn't do anything. Oddly there seem to be a few around in the UK (I got mine off ebay and didn't get *too* shafted) but few in the States.
I think you can also use old Sega controllers (and maybe the knock offs ones too) although I've not tried it
On emulation I tend to use the keyboard or one of those 5 quid NES style USB controllers.
While I love my Atari CX40's especially with my StickStand (c). But I also use a Wico Command Control stick,with arcade quality components that never wear out in it and I also use a Sega Genesis/Megadrive controller (yes only B button works, but that's all you need). For me it depends on the game. 90% of the time the CX40 is still my go-to controller, but for certain games I must have the other controllers, e.g. Sega controller is a must when I play Space Harrier, Buck Rogers, Star Trek SOS and other Sega games! But there are a lot of good choices other than Atari originals, and I'm sure others here will clue you in to their favorites...as a matter of fact, isn't there an older thread already covering this? Anyone?