To be fair... they do say it may take a while... but that is for their control panels which are built to order.
From their FAQ:
How long does it take to get a SlikStik product delivered?
SlikStik control panels are assembled to order. We stock all the parts needed as well as having blank units on hand at all times. Many customers want to choose button and joystick colors to suit their preferences and therefore assembly is done when an order is placed. Shipping times vary from 3 - 5 weeks from date of order on control panels and arcade cabinets. Spinners, Stainless steel joystick handles and spinner tops usually ship in 2 - 4 days.
If you only ordered a joystick, I'm not sure what the delay has been. Like my original post said, I remember people saying it took a while, but that was for a full control panel, not just some parts. If they are still in contact with you, that has to be a good sign... maybe they are just backordered??