Lately though I'm using a Logitech Wingman Cordless. This thing works great.
+1 -- The Logitech Wingman series are great PC pads, and entry level corded USB ones can be found fairly cheap.
(eta- I think Logitech dropped the Wingman name, and just sell them as GamePad and RumblePad controllers, now.)
As for cordless, I use XBox 360 controllers, now, and while it's a little on the pricey side to pick up the PC base as it only comes packed with an extra controller, they work great, too.