This navigation switch is an intuitive way to add 5 button's worth of interfacing with a single component. Inside is 5 switches: left, right, up, down and 'select' (pressing down), all with a common ground pin. The package isn't exactly on a 0.1" grid, but we found that you can push it into a breadboard with a little bending and it snaps in nicely.
We have a nice rubber cap that fits onto this joystick to make it very comfy to use.
Datasheet for similar part SKQUCAA010
We don't have a detailed tutorial for this exact part, but our Arduino tutorial on buttons covers pretty much everything you need to know!