I use a strictly wired 360 controller, which will work on XP or Vista (maybe other OS'es, but I haven't tried any others) provided that you download the required driver (google "xbox 360 controller driver [operating system]", you'll find it easily enough as a download from Microsoft's website).
For the controllers that are wireless, I can't speak on my own experience for those. When I was looking into the idea myself, I never checked if charger cables will allow a wireless controller to interact in the same way as a wired controller. There is
this for wireless 360 controllers, but it's a rather hefty pricetag, at about the cost of the controller itself.
If I need any additional help getting the controller to work, I use joytokey to configure the controller like the keyboard, as the previous post mentions. joytokey can also be used to adjust the sensitivity of your analog stick, which can be important for precision in games like Touhou.
But... ehmm... were you considering getting a 360 or a PS3 just to play Touhou with the controllers?
Just because he buys a controller doesn't mean he has to buy the console with it.