My favourite controller has to be the controller S for the xbox.
The 4gamers 3rd party controller S in particular as it has better designed, (less clunky buttons, responsive and confortable joysticks, rubber grip).
But apart from that, the 360 controller, and the N64 controller are good choices too.
My least favourite controller has to be the PS3 Sixaxis, its light, flimbsy, the rear shoulder buttons are uncomfortable to press. It was a huge letdown from the Dualshock 2.
The Playstations D-Pad has always been absolutely horrid! Especially for fighting games that relied on it, (I remember I had a huge blister on my thumb after a long Street Fighter Alpha 3 session)
PSP is just as bad. The D-pad is better, but the spacing is awkward, and the analogue nub is a nightmare. The material is abrasive, and the movement is limited, and not very fluid.
However, those controllers probably weren't designed for my gorilla mits. XD