I haven't had much experience with gamepads on the PC, but you may want to give the keyboard + mouse setup a try. Or maybe give it another try if you've already given it a go. I know it's awkward at first, especially for a console gamer, but you really can't match the level of control a KB + mouse can offer with a gamepad.
If you're still looking for a gamepad, I hear that the Microsoft Sidewinder one isn't too bad for fighting games.
