I used to use a thrustmaster firestorm dual analog 2 (woohoo), bought it because it looked and feeled almost like a psx controller.
Don't know how many years have passed since then but i still have it and it still works like a charm, only problem i've had was finding the drivers on the manufacturers site..
But few months after the 360 came out and i finally bought a wired controller i'm using my 360 controller more often, that is, when i'm not playing on my 360
oh and Regnow, the ps2 controller and ps3 controller both need some software to work on pc ( as does the 360 controller) but they remain pretty much the same.
Ps3 controller has sixaxis (not all of them offcourse but i don't know if that works on pc..) and both have rumble..
My quess is it would be easier to use a ps3 controller because you can reload it via usb cabel connected to the ps3, so it's just matter of finding the software and plugging the cable in your pc and off you go