For emulation, I prefer the Gravis GamePad Pro (the one that looks like a PS1 controller), since that's very similar to a SNES controller as well and doesn't require drivers in XP. For Final Fantasy XI, I switch to a Saitek P880 Dual Analog. I also have one of those LogiTech Wingman rumblepads, but after I use it for a few minutes in FFXI, the calibration goes all wonky, and I have to exit the game, unplug the controller, plug it back in, and fire the game up again. The Saitek pad has never given me trouble.

I mention the Saitek pad because iit can also be used for PS/SNES emulation, and it *will* be the controller of choice when PS2 emulation takes off.