A supergun is usually a homemade system designed to play arcade game boards on a tv. It is basicly a power supply, a RGB>NTSC/PAL converter, and a wiring harness for controls. There are a few commercial systems I know of, but it is fairly easy to build one if you have some basic electronic exp. Let me know if you need more info/links on this.
Actually, you can use a pc power supply. The only part that is custom is the video conv. You can buy one from massystems.com or gwtrading.com for around $150. I recommend http://www.jrok.com/hardware/RGB.html. As for controls, just put in an order with happcontrols.com.
Please check out arcadecontrols.com for more info.