There is a book on how to build arcade machines that I highly recommend: www.projectarcade.com
Most arcade games you'll want can be played with the MAME emulator. Most roms are available at RomNation.
Certain games will require other emulators like DAPHNE . This one is intended in particular for the early 80s laser disk games like Dragon's Lair and Space Ace. You typically can't download the roms for these games, so I bought mine from Digital Leisure.
My controller was made by X-Arcade and my gun was made by Act Labs .
You can buy almost any arcade part from Happ Controls. T-molding is available from www.t-molding.com.
Hey, and if you have any question, drop me a line: hill_at_ucsd.edu