You can go to CompUSA and grab some PC joystick extension cables, those will work but you need to take a hacksaw and saw some plastic off since the Neo Geo's controller port is deeper than the cable will allow, but other than that it works great.
Compusa's prices suck though, I think it's 12 per cable. I checked a site that used to sell them for 99 cents, but they have none at the moment.
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