As far as a pendant, I was thinking of using a Wii Nunchuck (Analog stick, two buttons, and accelerometer), as off-brand ones can be purchased for $5, though the analog stick probably wouldn't be the best compared to the NES controller.
As for the shield I'm thinking of, it could be doable with a 16-bit SPI port expander as opposed to the extra pins afforded by the MEGA. I was thinking of a front-end with an LCD/VFD display, a rotary encoder w/switch, an SD card slot and a button or two. I already have the schematic whipped up for another project I am working on; the entire thing would run off of a 2x10 header for SPI, power and interrupts.
For prototyping, you could always grab an LCD/buttons shield, Adafruit has one that uses I2C, though to be fair, I've had issues in the past on Arduinos with Serial and I2C not playing nicely together without having delay()s everywhere in the code, as apparently the hardware Serial and I2C use some of the same registers. I'm not sure if the SPI library does the same.
As far as other stuff, I did a kind of 'idea dump' over on my Wiki userpage