I've always liked the design of the Xbox controller (well, starting with the S one). I used that with an adapter for a while but have a wired 360 controller now. Quite a few games have native support for it these days, if not there are drivers that provide full customization. The rumble is nice too.
I especially like the analog triggers, making it a must if you are going to play any racing game with a controller. The D-pad however is not as good, so if you mostly will use that, go with a PS2-style controller, which Logitech and many others make.
If anyone wants a wired 360 controller for their PC, don't bother with the PC one for $5 more, since you just get the drivers online (only difference is a driver cd in the PC marked package).