I am considering to buy a controller to play on my laptop and my Android tablet, but I don't know if they are compatible with games like this. I was thinking of either iPega PG-9021 or Madcatz C.T.R.L.R., both of them are bluetooth controllers.

Do anyone know if they work on the game?

Basically you should be able to get both controllers running on a PC as thy come with the required drivers.
The Madcatz C.T.R.L.R also needs its own desktop software installed.

If Fahrenheit runs well with them is something different. It'll need some first hand testing. For what it's worth, I preferred playing the game with mouse and keyboard, with all keys mapped to my convenience. Fahrenheit includes a lot of "quick time events" where you have to press a series of keys (including pressing two of them at a time) which worked very well with properly mapped keyboard keys. Further, navigation with the mouse was much better than with a gamepad's analog stick, imo.

I expected there wouldn't be those problem since there was a version for Playstation 2 too. Then, didn't they adapt the Playstations controls for the PC edition played with a gamepad?

What a pity! I hoped a gameplay similar to "Heavy Rain" for Playstation 3.