I use a DualShock3 (PS3) controller and love it. They are bluetooth, so if your computer already has bt, you don't need to buy an extra adapter. Also they use a standard mini-USB cable for charging, and can be used over USB or BT. There are a few choices out there for 3rd party drivers for the ds3 controller, because there is no official Sony or Microsoft driver for it. I use MotionInJoy, which is a Chinese made driver that has been around a while. It has an strange launcher with HTML ads, and can be buggy at times, but it gets the job done for free. I have MotionInJoy set to emulate the XBox controller so that Windows Live supported games recognize it. Also the rumble feature works just fine in FFXIV and really adds to the immersion.
The XBox controller is another option, but Microsoft makes you buy special hardware to get it to work on PC because they use a proprietary wireless signal so I don't recommend it. I'm a bit biased though, as I just hate the xbox controller - it seems bulky and the bejeweled buttons just look silly and don't lend to comfort.
Edited, Sep 3rd 2013 1:23pm by OnyxFFXI