I like the Wii's controller for FPS, because it's simply more fun and closer to the real experience of aiming a gun. I accept that it's not as precise a control method, but I'll take that because the game feels more immersive to me. (I am not a diehard FPS player, which might be obvious from my opinion. ) I think a real lightgun would be best, but the Wii remote does pretty good with FPS IMO. I also like lightgun games and don't think they'd be nearly as fun with a keyboard/mouse, even if you could get a higher score with it.
However, I do prefer mouse and keyboard over dual stick controller- that feels the least intuitive and natural of all.
For precision, I doubt anyone would disagree that keyboard/mouse is generally the best. But which is your favorite choice is subjective and will depend on a couple of factors.