Microsoft Sidewinder and the Gravis Gamepad are both two classic choices. I use the former for Windows games (since you can't use it under DOS unless you have a specific third-party TSR driver) and the latter for DOS. I also have a Kraft Premium III I use whenever I need a joystick, or the classic Gravis Joystick as well. Sometimes I throw in the PC Fighter 6 for good measure. One pad I have that I haven't been able to test out yet is the Interact PC PowerPad Pro, which really looks like it should be on a platform more complicated on the PC (there's also an additional button on the back, unseen).

Anybody tell I have a slight controller fetish?