I have a slightly last-gen version of the Rumblepad.. maybe they've improved it, but I can't say much good about the one I got with regard to MAME (tried in both Linux/Mac). Directions just aren't very precise (ie. in Robotron, where you can move/shoot in both + and X directions) using the 2 joysticks.
Don't forget to check craigslist.. I just picked up a wireless joystick from a guy over in Durham for $15. He also had a wired one for $10.. it plugged it and worked with no hassle for me. I figure for some games, the gamepad, for others the joystick, and for some, nothing yet that is ideal. the joystick is a bit too tall.. but has better precision it seems for pacman, etc.