@shoe0402 Heyyaa!!
I am also building a handheld for myself right now, so getting to the point. The first component you gotta figure out is which Single board computer to go for, which depends on what games you want to play. After you've figured that out, then, you can head on over to figuring out other components.

@Nguyenthaonhi I use wireless Xbox 360 controllers. They are really cheap to pick up used and I use them with a USB wireless adapter. Very easy to configure. The stock dpad is crap but I did a very simple mod that essentially adds a thin plastic spacer to the back side of the dpad and it makes the dpad much tighter and more responsive.