Well, it really depends on what you're using it for. Simulators? Get yourself a decent stick with throttle controls; for some games like the Mechwarrior series, it's the only way to go. The 360 controller is definitely an option if you play more "action" oriented games; there's even a tutorial for using it for WoW. If you were so inclined, there's always racing wheels and the like.
As Rex mentioned, the Saitek sticks leave a lot to be desired in the "feel" category, but they work well and have a lot of features.
For a tradtional "pad," either go the 360 route or look for somethin' that catches your eye, and let us know so you can get a second opinion.
