For the difficulty switches, just remember B<->A for (B)eginner <->(A)dvance
You can also use this picture to remember B.A.
Also, as far as controllers go, I highly, highly, highly recommend getting a Seagull 78 that allows you to use Sega Genesis controllers for 2 button games. The Europad looks nice, but the buttons lay too low for my taste (it's near impossible to push down both at once) and the SG78s are cheaper than the going rate for those.
Also, I think my coupon code in the video might still be good too (No, I don't get paid or any commission from Ed. He was just nice enough to make a code for me to give out.)