Xbox 360 controller is great (and decently easy to configure, if you really need to do that), but I'll always recommend the steam controller. So customization that there is nothing that can beat it.

I have 5 controllers...

Official Microsoft XBOX 360 usb wired controller - really like this, tends to work very nicely out of the box, with minimal configuring. Remember being wowed that I load up Rocket League and everything working perfectly, with no tweaking at all.

Clone XBOX 360 usb wired controller - works almost as well as the official one, good to get one as a "spare" or if "on a budget".

Steam (Wireless) Controller - The most configurable. From time to time, I've had issues with it. Nearly every game, you're going to want to mess around tweaking and getting the config set up.

PS3 bluetooth controller - One day, I'll probably get this working. Haven't really messed with it.

Mini no-brand bluetooth controller - Looks a bit like a SNES controller. Got it for Android gamepad gaming, but have barely used it. Had real problems using it to play games on Steam. (Not recommended!)

Thank you all for the answers.
After some consideration, I think I will go with the Xbox 360 controller.

Quoting: g000hOfficial Microsoft XBOX 360 usb wired controller - really like this, tends to work very nicely out of the box, with minimal configuring. Remember being wowed that I load up Rocket League and everything working perfectly, with no tweaking at all.

This goes for many of the clones as well, like the Logitech F-series. My old F-310 works perfectly out of the box in almost every game I own, Rocket League included. Although I don't doubt the build quality is worse than the more expensive controllers. I've had to crack mine open and fix it three times in the years I've had it, and it barely works at this point. But hey, it was only 20€ on sale in a local supermarket back then.

Also, I'm no zealot, but I just don't see myself buying anything from Microsoft. :P