Generalelectric: I'm not sure if it's the controller or the game.
The control kinda of goes in and out of working, and the directional pad shifts rapidly between working, sticking, and not providing any input a all.
NessAndSonic: Probably the controller. I tried my Mayflash classic controller adapter and had problems with it automatically moving a certain direction, but my PS3 afterglow controller worked just fine.
PS3, Logitech, and most generic controllers use Direct Input. Xbox 360 controllers use Xinput.
The Logitech F series (F310/F510/F710) allow both Direct and X inputs via a switch at the bottom of the controller: D - X. Hotline Miami, for example, uses Xinput. So you switch it to X. Street Fighter Alpha 2 uses Direct Input, so you'd switch it to D.