There is a sticky thread with plenty of info on that, IIRC
As for myself, I used the cap off a hammerhead FX that I had... it's hard to fit and you actually have to break the cap a little pushing it down (the "tube" part of the cap will split up but won't completely break), but it holds firm and works like a charm.
EDIT: I just checked the link above, it<s the cap that comes with the MKII and, IMHO, it sucks big time... my thumbkept slipping off of it... and even if it didn't, steering to the right almost always made my thumb leave prints in the screen, I would avoid it...
There is a new new version of the official cap, I know you can order it from there (yep, I'm canadian):
http://www.gamersection.ca/product_info.ph...products_id=197