The controls are very important. TBH, I wouldn't buy from Ebay. There are many sponsored shops on this board that deliver quality products.
Happs - Generally similiar to the controls found on American arcade machines, especially those of the 80's/90's.
Sanwa - More similiar to the controls found on fighting games, especially Japanese fighters (I think)
Buttons come in several different flavors.
Cherry switches - Make a clicking sound when pressed, good but not great responsiveness.
Mini-Leaf - Hybrid of Cherry switches and leaf switches, much more rapid responsiveness, many players have reported being able to achieve higher scored by switching to these
Leaf switches - Authentic buttons, very responsive, but may wear over time.
Also keep in mind, some games used a 4-way joystick (Pac man, Donkey Kong, Dig Dug, etc) and are very difficult to play with an 8-way. 8-way joysticks are used for a great many games, and 8-way games are nearly impossible to play with a 4-way joystick. There's many switchable solutions to this, and Ultimarc just released one that can presently be switched via software and down the road might even automatically switch once front ends catch up.
Controls are the most important decision to make when doing anything with MAME, a bad set of controls destroy the experience. There are many resources, if you have any questions as you research, please ask. We're always happy to help!
Edit:
Here's a good place to start looking at Vendors...
http://forum.arcadecontrols.com/index.php/board,2.0.htmlMany of them are active members of the board.