I have two New-In-Box Dual Strike game controllers. I have hacked these into a Star Wars Yoke and also an analog steering wheel and pedals. They show up as an analog joystick in MAME and work great.
If you want to know how to do it, do a Google Search for "Dual Strike Hack" and you'll get lessons from 1UP and UncleT
I would like $18 shipped each for these, which is much cheaper than buying a dedicated analog interface.