@massaki
I've never used the Mayflash adapters but I do read about others having issues with them on this forum. You might search the forums and see what everyone is doing to get it working.

I've also never used the Buffalo SNES USB controller but I think they work pretty well. Might not have enough buttons for PSX, PSP, Dreamcast and N64 games but those are the systems that are at the very limits of the RPi 3, meaning some games work, some have slow downs and most don't work at all. Out of those 4, you'll probably have the most luck with PSX games.

I use Xbox 360 controllers (wired & wireless) and they work very well. I've heard the PS3 controllers work well also.