Many non-PS2 controller adaptors are imperfect at best which why is a lot of people replace replace the PCB’s if they’re not a PS2 PCB. There are many adaptors for PS2 controllers which work well and you only need a PS2-to-PS3 USB cord to play with the PS2 joysticks on a PS3. Those adaptors are still widely available online or you can try an import shop. What import shops sell (for higher costs in many cases) is basically the same brand USB adaptor being sold on auction sites.
The Wii is very different from the Sony control boards which is why the MC Cthulu doesn’t support the Wii directly. The control logic is so different that Toodles (the guy who designed the Cthulu board series) hasn’t been able to implement the Wii onto his boards. As of yet, there’s still no direct Wii support on the MC Cthulu… Gamecube only, in addition to many pre-PS2 systems including the Sega Saturn and Sega Dreamcast, SNES/NES, 3DO, and Sega Genesis.
The Tatsunoko Fight Stick is really lovely – one of the better looking low-end stick shells… If you wanted to try to get PS3 connectability, going through the PS1/PS2 PCB replacement approach might be cheapest but more soldering (ie, more difficult and involved mod work) would be required. A Cthulu/PS3 board ($30 investment in the board + $5 more for a 10-foot USB cable) might work out better for you since the only thing you have to directly solder is a generic USB cable. You just have to be careful in which order you solder the signal wires to the Cthulu borders… and use very little solder material since those connection spots are small on the Cthulu board. There are instructions for connecting Cthulu boards elsewhere in other posts and I’m sure there’s a FAQ or two you can google for help.
Most people just end up getting the higher-end joysticks because in the long run you don’t HAVE to modify those joysticks… They have the quality parts and system cables people need. Buying a TE or HRAP (used or new) can end up saving you money. The problem with Wii Fight Sticks is that A) there just aren’t as many fighting games available on the Wii and B) the fighting community really isn’t into the Wii much at all. People have bought the Mad Catz Wii Fight Sticks since they’re relatively cheap now and are useable joystick shells that can be packed with new PCB’s and arcade parts.