I got a digital controller recently, and it made a HUGE difference in the playability of many 5200 games. Mine is the "Coin Controls Competition Pro". It has a Y cable built in. You plug that into the 5200, then a standard 5200 controller into the Y portion (you use the Start/Pause/Reset and keypad on the standard controller).
Played River Raid and Berzerk and was amazed at the difference.
The joystick itself is great, but the button placement is pretty bad.