So you would like to build your own gaming console with a Raspberry Pi? The Adafruit Joy Bonnet is a nice kit that fits on top of your Pi Zero and gives you handheld arcade controls. You will be able to use the controls like a keyboard to interact with your system. According to Adafruit, this Bonnet works best with RetroPie/EmulationStation.
The Bonnet comes fully assembled and requires no soldering.