I've been doing a lot of Raspberry Pi retrogaming lately, and have tried a lot of different gamepad controllers. The best controllers, in my estimation, are the ones made by 8BitDo. They've introduced a new model, the SN30 ($30), and it comes in colors matching the old Game Boy Pockets. They pair with Raspberry Pi, Switch, OS X, iOS, Android, and Windows. You can also connect them to a device using the included USB cable.
