It, like many things, is a matter of personal preference. Both my roommate and I played FFXI, him on PS2, and myself on PC, when he would dual box, he hated using the keyboard to control my character, and I in return hated using the PS2 controller when I was using his character.
So it really comes down to what you like, and what you get used to, FFXIV I'm sure is being made with a controller in mind, and therefore will work fine if you like using a controller, there is no advantage, or disadvantage to using either. Though like mentioned above, you will likely want to have a keyboard, simply for writing macro's (if that is in the game at all) and for chatting with other people.
Edited, Jul 16th 2010 10:00pm by manam
75 blm, 75 nin, 75 brd, 64 bst, 57 pld, 53 rdm
Retired from FFXI.
Retired from LOTRO
Retired from Rift