To put it simply, your best options boil down to the Logitech F series, a Dual Shock 3, a Wii remote or the Xbox 360 wireless controller. Only the Logitech pad is supported natively in OS X. The other devices will require their own third-party drivers that are not officially supported in OS X. The Xbox 360 controller in particular requires TattieBogle. In geneal, you can try to use Joystick Mapper or Game Companion (the latter is in the Mac App Store) to get the aforementioned controllers to work in OS X.
Be cautioned however that even if you get a controller to be recognized by OS X, the greater hurdle will be the kind of support offered by the developer of a given game. For example, Star Wars the Force Unleashed only supports the Xbox 360 controller, even though it is not a natively supported controller in OS X. Even worse, only the wireless Xbox 360 controller is supported.
Your best bet is to evaluate your entire library of games and select the controller most commonly supported. Sadly, the controller situation in OS X is less about your preference of form factor and more about finding out what works with the most games.
Best of luck