https://www.youtube.com/c/NihongoGamer has reviewed many many sticks and button pads (direction keys instead of stick) in detail.
For Pro's (and complete unrepentant forever-amateurs who just like one
the Victrix Pro is a great one, wired only (removable USB-C -> USB A cable). Very large and pretty weighty aluminum. Comes in black and some other anodized colors, and they had some limited edition colors w/laser etched SF characters. Quick-release stick, and there's even a little nub on the bottom door to stow the rubber cover for the stick port after attaching the stick. Obviously no lag, or as close to 0 as you're likely to get.
I also like the 8BitDo Arcade stick, modded with Sanwa joystick and buttons. The default parts that come with the stick are trash imo, the joystick in particular feels horrible and at times doesn't return properly to the center. The 8BitDo can work wired USB (removable cord), BT or 2.4 GHz (2.4 GHz adapter included, in "hidden" compartment where the cable also plugs in). Think of it as a cheap stick that should have cost more, but they put bad parts in it to make you waste a few hours and a bunch of money to get it up to the level it needs to be.
Porckchop's latency numbers for the 8BitDo are not amazing, but "OK". It's no better wired than BT or 2.4 GHz - bad design. And even though 8BitDo touts their 2.4 controllers, for this one at least latency is worse than with BT - weird.
https://rpubs.com/misteraddons/inputlatency
8BitDo - Arcade Stick for Switch and Windows
Wired USB 10.863
BT (CSR8510) 7.363
2.4 GHz 11.102
Parts I bought from Focus Attack to mod the 8BitDo (there are a bunch of other good arcade parts retailers). There are various YouTube videos on how to mod this stick. No soldering required - if you use the pin harness to connect the Sanwa stick to the 8BitDo. I remember having to clip a small amount of plastic along the edge of one of the harness connectors so that it will plug in (discussed in YouTube tutorials). Overall it was a bunch of work to swap out all the buttons, esp. removing the very tight spade connectors. If the buttons sound like too much work, I'd do the stick at least for sure. The 8BitDo is assembled using screws into plastic (yuck), so you don't want to take it apart too many times, and don't re-tighten too hard.
(I used the stick, regular shiny Sanwa stick balltop, the buttons, and the pin harness. All the other stuff didn't really need, some are replacement parts in case anything wears out).
1 x Sanwa JLF-TP-8YT Joystick
- Added Lever Harness: 5-Pin Double End Female Harness
- Added Compatible Balltop: Sanwa LB-35 Black
- Added 2lb or 4lb JLF Tension Spring: 4lb Tension Spring
- Added FA.DAB .20 Oz Vial Shin-Etsu Silicone Grease
1 x KINU Silky Touch Rubber Coated Balltop - Black
9 x Sanwa OBSF 30mm Pushbuttons Dark Red
2 x Sanwa OBSF 24mm Pushbutton Black
1 x Sanwa JLF-CD Shaft & Dustwasher Set Black
1 x Sanwa JLF-CD Clear Shaft & Matching Dustwasher Set
1 x Sanwa JLF Replacement Spring
1 x 2lb Tension Spring for Sanwa JLF
1 x Sanwa JLF-P-4 Pivot
1 x Sanwa JLF-P-6 Pressure Spring Base
1 x JLF E-Clip
1 x T.E.2+ Spacer for Sanwa 30mm OBS series Pushbuttons (8-Pak)
1 x Buttercade Snap Out Tool for Pushbuttons - 30mm
1 x Buttercade Snap Out Tool for Pushbuttons - 24mm