I've been using a crappy Logitec 10 dollar USB controller to play Touhou, and it's been working just time. It's pretty beat up, so i'm planning on getting a new one soon.
For the fighting games, Mystical Chain, etc, I use the SFIV Tournament Edition 360 stick (wired), which I managed to get working with Microsoft drivers + Pinnacle. I tried playing Touhou on it, but after playing on a pad so much it's weird to play with an arcade stick.