A forum search may be useful as I recall a few people having issues with Wingman pads in the past. Don't forget to look at the controller review thread pinned at the top of the forum also.
Besides proper arcade controllers, generally the next best thing in terms of build quality, ergonomics and flexibility are console pads. If you happen to have a console it might be worthwhile checking if there is a cheap USB adapter available. Its a pain trying to figure out if a particular adapter works with OS X though, once again the forum search is useful.
And the previous poster is quite correct, you have to make sure you press directly up on generic USB controller d-pads. It may take a few tries but you should eventually get it. I find pressing from the outside edge of the d-pad rather than the centre makes it easier to get the initial clean setting.