My favorite is the Steam Controller. It's highly versatile, and especially great for 3rd person action games with both driving and shooting (Saints Row, Batman: Arkham City, Red Faction Guerrrilla, etc.) It's lack of a real D-pad makes it less than ideal for 2D platformers, IMO, though some disagree. See
my thread on the Steam Controller for more; with enough practice touchpad & gyro has become nearly as fast and accurate as mouse for me.
Also high on my list are
8Bitdo's line of products. I'm really looking forward to the SN30 Pro+, which got delayed until 2019. Hopefully the Plus version will add analog triggers, which all the other models lack. Other than that, most of their current models are feature rich. The SN30 Pro (no "+") is probably the model to go with, if you're not wanting the portability of the smaller N30 Pro (stupid naming scheme). The SN30 Pro has full sized analog sticks, and it's trigger buttons are in a more conventional placement. Other than that, they both have Bluetooth, rumble, gyro/motion controls, and are compatible with PC, Xbox, Android and Switch.
You can also go with any of the major console controllers. Each has their own advantages / disadvantages. Xbox 360/One controllers are the easiest to set up, but lack gyro. PS4 controllers are the most feature rich, but need to use Steam Input or some other 3rd party drivers/program to work in Windows. I'm not sure about drivers and Switch Pro Controllers, but their biggest drawback is a lack of analog triggers (which may or may not even matter, depending on the game.)