A Wiimote maybe? I got an awesome Saitek P990 for $10 off Craigslist, but it's somewhat overkill for the N800 because it's USB - in addition to having a long cord, I need a USB Host adapter.

If you've already eliminated the Wiimote, and you'd prefer a proper USB gamepad, I can ship you my spare USB Mini-B Male to USB A Female adapter free if you want...
If you take that route, I'd also recommend searching Craigslist for gamepads. You might even have luck at a pawn shops/thrift stores - some friends of mine have found quality gamepads for less than $5.

I don't really use the N800 for gaming either, but my reason is that the video bandwidth sucks - even NES games are laggy because of it.