I don’t use emulators almost every day. If I did, and I’m not saying that I do, I would try to make the experience as similar to the original. In the case of emulating the Atari 2600, this little jobber would likely be my go-to. That is, if I used emulators. Which I don’t.
The Clear Classic USB Joystick promises to give you all the flashiness of modern peripheral design (complete with blue LEDs!) without sacrificing the discomfort that only comes from wrenching around an original 2600 controller. If you like, you can even remove the controller board and put it into a more ergonomic housing. And it comes with the Stella 2600 emulator and 80 ROMs packed in on a CD. Neato!
The whole thing goes for $30 and you can get your own from Reflex Audio.
Clear Classic USB Joystick [Reflex Audio via Wired via GearFuse]