I prefer to use a controller to play both Cave Story and Touhou. With Touhou however, any control method I use, even the keyboard, kinda hurts my hands since I'm doing so much work with my hands it's not even funny.
I have two
15th anniversary Street Fighter PS1 controllers I got for about 20 bucks each. If you don't care about diminishing the collector's value, they're soooooo much better for 2D games than the PS2 ones; combining the D-pad and face button count of the Genesis, with relatively even button alignment and shoulder buttons giving it some SNES-like qualities. The grip is ergonomically well shaped and the controller is lighter than it looks in person, although it feels a bit thicker than the average controller. Don't get too attached to the designs though because they're painted on and rub off easily, same for the face markings of the buttons. Misc. considerations include alternate character themes including Chun Li, Guile, Ken and Akuma.
I lost the one I was using though and don't want to wear down the other in the same way, so I'd resorted to a PS2 controller. It works great for Cave Story but I miss the circular D-pad and find the layout a bit cumbersome for Touhou. I must admit though, it's a lot better than any PS2 knockoff.
Over any other controller though, I'd probably prefer the SNES one. It has the most accessible shoulder buttons, since they're so big and the shape so thin and familiar. I've played great a many a game with it and never had a problem really, so I kinda doubt hand fatigue would be as much of an issue. On that last point, I could be wrong though, since Touhou makes
one great series without representation in the SNES lineup and I rarely have problems otherwise. Also, fewer buttons means less confusion. Super Smartjoys adapters are a bit rare though, now that the company is out of business and I'd personally consider it a sin to try to cut the wires in an attempt to convert it to USB, even if I felt confident I had the skills required.
Joysticks are tempting but most either look like toys or are simply out of my price range. Modern finger influenced button layouts look kinda awkward too, in comparison to traditional boxy arcade layouts. Assuming I had unlimited funds, I'd like to play Touhou on a cocktail table cabinet. You know, like the little ones you'd play Mrs. Pacman at in a lil' funky bar. I think they have just the right viewing angle for Shoot 'em Ups and it'd be nice to play with a nice cup of hot cocoa and a croissant on the side to snack on during pause breaks. You'd need at least two more buttons for the games to be fully functional and it'd be much cheaper just to buy a good stick though.
Also, while I haven't played
many games with them, old keyboards are indeed awesome. New ones feel almost sticky in comparison, probably due to the aforementioned membrane buttons.