Solution 1:

Macally makes two USB-based game controllers that are OS X compatible. Both are around USD$30 at the time of writing on Amazon.

Macally ISHOCKX

ishockx

Macally ISHOCKII

ishockii

Sony DualShock 3

dualshock3

You can also pair a Sony Playstation DualShock 3 bluetooth wireless controller with OS X without the need for any additional drivers. Everything you need is built right in to Snow Leopard and Lion.

Press the PlayStation logo on the controller and OS X should show the controller in the list of available devices to pair with under the BlueTooth menu bar list. Once paired you'll need to map the buttons to key actions so it works with your games. For that you can use the GamePad Companion app from the App Store.

Solution 2:

DarwiinRemote.app allows you to wirelessly connect a Wii Remote via Bluetooth and map each button to a key on the keyboard. Wii Remotes can be bought separately and are relatively cheap.

For a SNES emulator you’ll need to map the X and Y buttons. If you have a Wii Classic Controller, you can use it with DarwiinRemote.app as well. You may, however, need to apply this patch.

Wii Classic Controller

Here’s a screenshot of the DarwiinRemote setup I use for playing Donkey Kong on SNES using my Wii controller:

DarwiinRemote

Note that the up, left, down and right buttons on the Wii Remote map to different directions, because I’m holding the Wii Remote as a game pad rather than pointing it to the screen (as you would do for most Wii games).

If you’re feeling retro and you still have an old SNES controller laying around, you can buy a USB Super RetroPort which essentially adds a SNES controller port to your MacBook.

USB Super RetroPort

If you don’t have a SNES controller, you can buy a USB Super RetroPad which is a SNES controller that plugs directly into an USB port.

USB Super RetroPad

P.S. I’ve posted the same question on gaming.stackexchange.com two years ago (back when those questions were still allowed).

Solution 3:

Any Xbox or PS3 controller can be used with OS X either via Bluetooth or USB. Gamepad Controller is a great Mac app for programming the controls/actions.