The U360s seem to be the joystick of choice at the moment, as they can be programmed to deal with analog, 4 way, 8 way, 4 way rotated, 49 way etc etc ... Use it with the right frontend and it will all happen automagically. Oh yeah, you pay for it too :>)
I like Andy's E-sticks too, as toy can rotate between 8 and 4 way just by lifintg up on the joystick .. Bottom line, easy 4 way to 8 way conversion is nice , as you wil do it a lot. I have a modual panel, so i pop the panel out, rotate the switch and put it back when I want to change, but if you have a fixed panel, this is less fun.
J-sticks will be fine as well. All depends on what you want and how much you are willing to spend $$$
It seems that a little extra given to the right person at customs would make them less nasty, if you really wanted something from overseas -- its just a cost of doing business in some places.. (or find someone in Spain who will handle it for you and take a little drive etc..) ..