Funny, I always played with the keyboard, so I can't really play MSX games with something else.
Funny, same here. But recently i have found out that if you get joystick to the left hand, it is more convenient to use fire and alternate fire from joystick while moving with keyboard by right hand 
It works with those joysticks you hold in hands, like Cheetah Bug and similar.
Another appendix: I concur with Grauw's suggestions but would like to add "Feedback" to the shmups.
Also, are you playing Snatcher and SD Snatcher with or without an SCC chip?
For SD Snatcher (Project Melancholia Translation) I plan on using the SCC+ from the MFR, and for Snatcher I understand the translated version cannot detect the SCC+ if it’s located on the same slot as the extra 512kb ram, so I bought a Konami cart with SCC on ebay and I will disable the game and use that cart in slot 2 which I’m hopefull the game will detect. I definately want to play those games with SCC
I'm a keyboarder too... Although I must say that the big advantage of being a joysticker is that your spacebar will have a longer, happy life.
Our keyboard was on the receiving end of some serious Rollerball abuse.
I have a mechanical keyboard for my pc now as I still like Pinball a lot 
The joystick (arcade turbo) was reserved for Hyper Sports / Hyper Olympics, that could get so intense that other objects would fall of the desk.