The 360 controller wins here for me; incredibly sturdy and comfortable to use. It works great for every type of game and as others have said many modern games have 360 profiles built in. Honestly Games for Windows Live gets a lot of stick but playing a game on the PC chatting to my brother who's playing a game on his 360 miles away using our headsets is pretty fantastic.
Using a saitek P2600 rumble atm, and I'm preety happy with it. Solid build and driver support is also fine. Ye tried it, and it's a pain in the ass tbh.. There are no "real" drivers for it yet and it's preety hard to set it up..
+1 for 360 pad. Almost every major game for PC is also on 360, and the vast majority of those automatically load up the 360 control scheme and even change the tooltips (Telling you what control does what).
Saitek P990 http://www.newegg.com/Product/Product.aspx?Item=N82E16826127505 One of the new pads useful for N64 emulation as well...Those extra two buttons are a godsend.