If it's your first time buying a controller, and you don't want to spend too much, the Logitech G F310 is an excellent starting point. It is a wired controller so you will have to keep it plugged into ...
Before the Xbox 360 arrived in 2006, using a gamepad on PC was a pretty annoying experience. You'd have to manually configure buttons, games wouldn't detect the controller or show the correct icons, ...