I'm sure there are some tutorials, but I don't know of any offhand.
Basically it comes down to the pinout of whatever connector you decide to use. Let's say you use DB25 connectors.... You'd have the pinout for that connector. Each pin would correspond to one control... so pin1 might be joystick left or something. You'd wire your Keywiz joystick left to pin 1. Wire up the Dreamcast joy left to pin1 of another connector. Do that for every control and you'll have 2 identical connectors with the same pinouts... one for mame and one for dreamcast.
Now you plug those two into a switchbox. You then have one connector come OUT of the box and to your actual controls.... just mimic the same pinout (pin1 is joy left, etc), and all you'll have to do is turn the switch from A to B. I hope that makes sense.
EDIT: Take a look at this pic:
http://www.connecttech.net/product_info.php?products_id=1600You'd have the Keywiz on the bottom right, Dreamcast on the bottom left, and controls on top. And out of each connector you'd have bare wires (not another DB25) that would go straight to either the keywiz/hacked pad/or control.
So you'll have wired up THREE connectors... one for the Keywiz, one for the Dreamcast, and one to connect to the actual controls.