The arcade parts can be brought from Happ Controls in the states, they also have online ordering. Here is the list the parts needed and links to Happ Controls to see them.
 

Description	Order No	Qty	Price	Total
Ultimate Joystick	50-7608-16	2	10.95	21.90
Push Button Blue	53-9200-12	12	1.35	16.20
Push Button White	53-9200-11	7	1.35	9.45
Blank ID Tag	95-4009-00	7	0.20	1.40
Edge Connector	49-0011-00	1	2.75	2.75
			Total	$51.70

A shipping fee will be added depending on where you live and type of courier used, you may also need to pay a customs fee when the package arrives if you live abroad.
 
The following parts can be picked up from your local radio shack or electronics shop.
 
     1 x AT Power Supply ( around 150mm x 95mm ).
     1 x Switch for the PSU ( around 25mm x 35mm ).
     2 x Screw up Fuse Holders ( around 15mm diameter ).
     1 x 10amp Fuse to fit fuse holder.
     1 x 2amp Fuse to fit fuse holder.
     4 x 15 pin Female D-Type connectors.
     2 x 15 pin Male D-Type connectors.
     2 x Casing for 15 pin Male D-Type connectors.
     1 x 25 pin Female D-Type connectors.
     1 x 9 pin Female D-Type connectors.
     4 Meters of 13 Core Cable or above.
     Lots of Shielded Wiring and some Heat Shrink.
 
The only other parts needed can be found at your local timber merchant, you will need the following;
 
     Wood, 52cm x 72cm x 16.5mm thick (Joystick).
     Wood, 60cm x 99cm x 16.5mm thick (Main Unit).
     8 flat ended nuts & bolts, 40mm x 5mm diameter.
     4 x 15mm plastic legs to raise base.
     Screws, 25mm length x 4mm diameter.
     Black Insulation Tape 2cm wide.
     Good Wood Glue.

Before you start just read through the following pointers to help you understand the diagrams and limit mistakes.

• Be sure to have general carpentry tools handy.
   
• All measurements are in centimeters and colored yellow in the diagrams, drill points are green.
   
• All pencil markings are in grey, don't use a pen to mark wood as erasing it later will be difficult.
   
• Make sure you calculate new dimensions correctly if you are using different parts or thicker wood.
   
• Do everything in the order shown for ease.

I've broke this down into two sections, each on its own page. Follow the links to build.
  Building the Joysticks
 
Building the Main Unit
The end result will look something like one I completed below unless you did a total rush job.