First and foremost, there are two Golden Rules to any dual mod:
1) All PCBs must be powered at all times.
2) All PCBs must be common ground.
So you'll need to work with a stick that's common ground, unless you're prepared to scrap the whole thing.
NONE OF THE PDP MK9 STICKS ARE COMMON GROUND. If you want to use one, you'll have to take everything out. The top panel is a pain in the neck to do, so unless you feel like tearing the whole thing apart, you'll lose access to the home/guide button. Some boards (like the ChImp) correct this by having start+select= home/guide.
Anyway, when looking for parts, here are a few websites that are very useful:
http://www.focusattack.com/ -- A great shop that's come into prominence over the past two years, especially after Lizardlick went down the tubes.
http://godlikecontrols.com/ -- Toodles' personal site, where you can order parts directly from him. Super-fast shipping, and links to threads discussing the parts.
When dual modding, you almost always want to start with a 360 stick. Why? It's actually a little confusing. Basically, PS3 systems are easier to work with. They have little to no controller security, so it's easy to trick the system into thinking that a controller board is a PS3 controller. This is why stuff like the ChImp and the MC Cthulhu exist: they're essentially PS3 controllers that you can have code running on to allow things like multi-console support (like SNES!) and auto-detection. Microsoft has draconian controller security, so you can't do things like that with their pads. Only a few companies have been able to hack into the controller security (and those who have aren't sharing), which I'm told is a pain to do, so this is why most mods start with a 360 pad, because you need something that has a legit way of connecting to a 360. This is why a lot of 360 converters require you to have a 360 pad hooked up to it, whereas a lot of PS3 converters "just work". This is also why a lot of modders charge more for working with PS3 sticks, because it's just more work to add 360 to.
Short version: start with a 360 stick if possible.
Now, as for what PCBs to use, it depends on one thing: form, or function?
The traditional dual mod has two pcbs chained together through a switch. Some boards have become available that combine lots of functionality into one board, so it really depends on what you want and what you already have.
A few examples:
ChImp (PS3):
Pros:
-- Very easy to use. Can make solderless via screw terminals.
-- Small board makes for easy and clean mounting.
-- Screw terminals labeled with inputs.
-- Inverter options for connecting to a 360 pad that would normally require trigger inverting.
-- Combines a Cthulhu+Imp, so no need for both boards.
-- Autodetects between 360 and PS3.
Cons:
-- PS3 only. No multi-console version available.
-- Must be connected to 360 pad for dual mods.
MC Cthulhu (PS3):
Pros:
-- Screw terminals for solderless connections.
-- Good, reliable board with tons of community support behind it.
-- Has multi-console functionality, meaning you can run things like a PS2 or GC cable out of it. Works with about 14 different systems.
-- Best option for multi-console RJ45 support.
-- Combine with Imp V2 board for multidetecting between 360/PS3
Cons:
-- Needs an Imp board or a switch for use in dual modding.
-- Screw terminals aren't labeled, so you have to use the enclosed Welcome Sheet if you don't have it memorized.
-- No native 360 support. Must be connected to a 360 pad for dual mods.
Kitty Board (PS3):
Pros:
-- Easiest to install by far. No soldering. Period.
-- Supports same systems as MC Cthulhu (like SNES, NES, GC, PS1/2, etc etc)
-- Also autodetects.
Cons:
-- Expensive.
-- Not a good standalone option.
-- Only works off of a Hori VLX or a MadCatz TE.
MadCatz/Hori PCBs (PS3): (Note: the only reason I'm listing this is because I dual mod a lot of PS3 sticks to add 360)
Pros:
-- Reliable, plentiful.
Cons:
-- Not always common ground, meaning they can't be used in modding.
-- Not ideal for dual modding. Can be used, but a ChImp/MCC offers better options for PS3.
-- No autodetect options available.
Paewang (PS3/360):
Pros:
-- Combines PS3/360 into one board!
-- Inexpensive, considering what you're getting.
-- Great option for a blank case.
Cons:
-- No solderless options.
-- No multiconsole options (meaning you can't add stuff like NES, SNES, DC, Sat, etc).
-- Overkill for dual mods, since you're already using one of the PCBs it has.
PS360+ (PS3/360):
Pros:
-- Combines PS3/360 into one board!
-- Great option for blank case.
-- More features than the Paewang.
Cons:
-- More expensive than the Paewang.
-- No solderless options.
-- No multiconsole options (meaning you can't add stuff like NES, SNES, DC, Sat, etc).
-- Overkill for dual mods, since you're already using one of the PCBs it has.
-- PS360+ isn't out yet, and no word when it will be.
-- PS360 (the original) was glitchy.
Duckie's choice:
Basic dual mod: ChImp hooked up to a 360 stick.
Multi-Console mod: MC Cthulhu + Imp V2 + 360 stick/pad + RJ45
Blank Case build (function): MC Cthulhu + Imp V2 + 360 pad + RJ45
Blank Case build (form): Paewang.
LEDs... oh boy. This one will require a separate post.