Controller support is really only a problem for older games due to various technical limitations; any reasonably recent game (say 2008 onwards) will usually have proper XInput support built in and so will work flawlessly with all the buttons and inputs of the Xbox 360 Controller (or compatible models) as expected.
foxworks: I used the
Logitech F710 Controller and it worked wonderfully. If you're getting back into PC gaming and looking to jump into many of the older titles, it may be worthwhile to check out to avoid these issues.
Note that the one and only difference for legacy games is how the triggers are handled; Logitech's F310/F510/F710 have a hardware switch for an alternate mode where the trigger axis is turned into two standard buttons since many older games don't allow using axes as buttons. Alternate software like Xpadder can be used to bind keyboard functions to the triggers so this can be resolved while using Microsoft's controller.
Apart from the trigger axis issue all controllers are subject to the technical limitations of legacy games--e.g. if a particular game can only see a certain number of buttons/axes that's just the way it is and changing controllers won't make any difference.