I haven't used one or know anyone who has one, but I've seen a good tutorial on how to install a home made one on youtube. It doesn't look that hard, and depending on what kind of switches you have to use it could look interesting. If I remember right, you need a two way toggle switch for winch power (with a cover if you want to prevent the winch from being switched on by accident) and a three way toggle switch to control the line in or out, and maybe a light or LED to show when the winch power is switched on. IIRC and depending on your winch, the wires should be able to connect to the solenoid in the same places as your controller wires connect from the plug, so you should be able to leave the plug attached so you can still use the remote. I'd have to look up the vid again to see exactly how it was done.
If you're going to have to run the winch yourself, a dash controller does make sense to have. It's a lot more secure in the cab than having a wire run in through a window, and trying to hold onto it with one hand while steering with the other. Personally though, I think you're better off having a spotter outside the vehicle using the winch controller while you're behind the wheel driving out. That way you have one less thing to worry about while trying to get unstuck.