well, first off, if you wanna go the quick and (decently) easy route, I'd say go with a Dreamcast, if you can get your hands on one. Used, they go anywhere from $30 to $70 at the stores around me. It's Windows-based, and you can get a lot of the popular emulators ported to it... I'm currently running NesterDC (nintendo), DCStella(Atari2600), SMEG (Sega Master System), DCGenerator(Genesis), and DreamSNES (Super Nintendo), and I'm working on putting together a working copy of MamedDC (MAME arcade) Tis good stuff. :-) Not to mention all the great arcade ports that actually came out for the Dreamcast (Virtua Fighter 3tb, House of the Dead, Gauntlet Legends, etc.)
To top it all off, the easiest to hack Dreamcast controller, the MadCatz dreampad, is at FuncoLand/GameStop used for $7.99 right now (at least in Detroit it is) so you can pick up a handful and practice, if you want to. Not to mention it's the best-designed controller for actually playing DC games.
All that aside (Dreamcast RULES!), there's really no GREAT sites online about how to solder. There is a link on the front page of
www.arcadecontrols.com that isn't bad... or, if you're anywhere near detroit, come on over, and I'll show ya how to do it. e-mail me

good luck --dave