Bonus: I created a 3d model of the joystick. See step 5 below!
Step 1: What You Will Need
Step 2: Choose Your Keys
Although the game I'm playing used WASD keys to move, I wasn't sure how well the joystick would work with having the ASD keys all in a row, whether moving the joystick to the right would also press the center key. I decided to use WAXD instead (I can reassign the keys in the game). Using the arrow keys may have the same problem. You can also use the 8426 keys on the number pad . I found that the joystick that I made works on both the WAXD and the 8426 on the number pad even though the rows of letters on the keyboard have a slight skew.
Step 3: Framework
I wasn't sure how sturdy the Sugru is on its own, so to be safe I added some framework. I used a coat hanger for this. I cut two pieces of coat hanger wire roughly 8 cms long (one piece is slightly longer). I bent them to form a "bridge" shape, the legs being 2cms and the span 4cms. One of the pieces has slightly longer legs so that it can fit over top of the other (see image 4 above). I then wrapped the two piece together with the thinner wire. I formed a little nub at the top with the wire for the joystick handle (it could probably be made longer than what I did.) Since I was making this for the WAXD keys, I skewed the two pieces so that the legs sat on each of those keys.
Step 4: Sugru
I ended up using four packs of Sugru. Cut open each pack, knead them together and cover the entire frame with the Sugru. Shape the Sugru so that it has a handle/knob at the top and the legs fit onto the keys (place some plastic wrap on the keyboard before you put the uncured Sugru on otherwise it will stick). Once your are satisfied with the shape of your joystick let it cure overnight.
Step 5: 3D Model
When I first posted this instructable Kiteman suggested getting it printed on a 3d Priner. That is a great idea, assuming I know how to create 3D models. I tried in Sketch Up and 123D, but I only manage to create a cube or cylinder then I give up. I tried a different approach instead, since I already have a physical model I tool photos of it an created a model with 123Catch. I included the stl file of the model and I also have a pdf created in 123Make if you want to construct it from cardboard.
Note: I scaled the model to the correct size as best I could but since I haven't actually printed it out myself I am not completely sure it will be the correct size for the keyboard.