Usually, it's whatever unfortunate controller that ends up in my hands. Back in the days of the GameCube, I would throw the controller against the floor, and got some decent bounce off of a few of them. Durable as they were, they would only last a few of these. I'm pretty sure somewhere in some landfill there are a more than a few controllers with my fingerprints on 'em.
I'm better at it now, and only throw controllers into soft objects, like overstuffed couches. Still need to cut down on the anger, though.