Retro gaming has made quite a comeback thanks to the indie scene, as well as companies bringing their back catalogs of PC and console classics to digital distribution services like Steam and GOG. Sure, you can play these games with a "modern" gamepad, but it just won't feel the same.
There are a wide variety of retro gamepads available, emulating the classic controller designs of the NES, SNES, Genesis, and Playstation. If you can only have one, I'd go for this generic SNES style controller, which is an ideal choice to handle the vast majority of older games in a familiar button layout. Don't expect Nintendo quality though, although this one is better than many of the other classic controllers I've tried, which usually fall short in the D-pad department. Really, at less than $10 a pop, there's no excuse not to pick up two for some classic player 2 fun.