in fact i use a console controller too. the ps2 dualshock 2 controller with 4 shoulder buttons and dual analog controllers. please dont tell me you play gta3 or gta3 vice city with mouse and keyboard ... e.g.: it's impossible to fly the helicopters without an analog joystick. every kind of 3rd person game with running and jumping profits to a great extent from a decent controller. all you guys that always played on pcs and never had an 2600, a c64 or a amiga seriously miss out.
i paid like 10 euros for the ps2 to usb adaptor and 12 for the ps2 gamepad on ebay. you cannot get a decent native pc controller for that price.