From what I read on the reviews on newegg it kinda sounds like the stick on the GP2X, in fact I think someone mentions it, it's been a while since I read the reviews.
Just buy a PS3 controller, use it through USB until someone sets it up through bluetooth for the Pandora. I like the PS3 controller because you can find the right length of USB cable to use with it, you're never limited to what the length of the of cord some other controller has. One PS3 controller isn't very much bigger than that controller anyway.
I was thinking of being on an airplane, you wouldn't need a very long cord for a controller as the person playing with you would be right next to you. In August I'm taking a 15 hour plane trip with my brother and I'll take the Pandora if it's done or I have a Touchbook preordered if its not. I hear bluetooth sends planes down like a firey comet so I'll use them through USB. In fact the USB cables that came with my portable HDs are the perfect length, 1.5 to 2 feet, there won't bee all these cables going everywhere. I have used a PS2 controller with a USB adapter but the cord is way too long.