No resistors or other components needed!
On some boards you might need to connect pin 0 to pin 1 with a jumper wire, or the bootloader will keep the sketch from running.
Wire NES controller to the following arduino pins:
4 CLOCK 3 LATCH 2 DATA IN (and hook up 5V and GND, too)
Wire controller port to arduino pins:
8 UP 9 DOWN 10 LEFT 11 RIGHT 12 FIRE (don't forget about 5V and GND either)
Optionally connect some LEDs with resistors to pins A1 and A2.