So I quite like the PS4 controller, it's my goto for fighting games. It feels great to hold, the triggers aren't crap the the PS3 controller, and the d-pad doesn't give my thumb a blister after long sessions unlike the PS3's.

Logittech F310. Or if you like, maybe an 8bitdo repro bluetooth controller (with USB cable) will do you well.

F310/F510/F710

Will it work with a Windows 10?

My personal preference is the F510 but unfortunately it is no longer sold or in production worldwide. So i guess that leaves either the F310 (aka F510 w/o Rumble) or the F710 (aka a wireless F510) 2 pick from.
Yes of cos. Most controllers r plug & play but some may need the latest drivers b4 they r compatible.

I had a similar problem a while back and ended up stumping for the XBox One controller (as it was supposedly better build quality and d-pad then the 360 one and I didn't really like the style of the 360 one) and I have to say I somewhat regret it. It's not a bad controller as such, and the easy of set up is certainly a bonus (i.e. there is none, it's just plug and play for most things) but the layout is not comfortable at all... coming from using the Wii U pad most recently the trigger buttons are really hard to reach (I'm still not sure whether I'm supposed to grip it awkwardly with a finger on each or use one finger to press both triggers and bumpers).

And it may just be because I'm used to Nintendo controllers but I keep accidentally cancelling by pressing the B button when I want to do something else because I expect that button to be for accepting etc..

I kind of wish I'd gone for a Nintendo Pro controller of some flavour and put up with the configuration issues that may have entailed.

Two days ago I bought my fifth Logitech F310.

Why fifth? I have an odd tendency to give away my older F310 because some kids (relatives) like them and want them in order to play their PC games, and they even ask if they can keep the gamepad. So now I bought a new F310 because I gave the fourth one to one kid who wanted it for playing Geometry Dash (which in itself is odd because in GD you just keep hitting one button continously, be it the spacebar, mousebutton or a gamepad button).
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At the moment I am not really playing any game which would require a gamepad, but in case I decide to do so, better to be ready.

Hey, guys, I kinda have this controller. Link: https://www.amazon.com/Kensington-Gravis-Gamepad-Pro-USB/dp/B00000K4TQ/ref=sr_1_1?ie=UTF8&qid=1506445418&sr=8-1&keywords=gravis+gamepad+pro

So, how good is it for those heavy games that I'm planning to play? But the downside is that the CD is misplace. I want to know if it's outdated.

What about those Rock Candy and Afterglow controllers? I know those are third party, but will they work well?

There's 20+ years of precedent involved in that statement... In Super Nes days, you used A for everything. Then PSOne was released and PS used "X", which was located where the B button was on the Snes controller.

And thus, everything was ruined. Even for cross platform games, Nintendo remaps "confirm" to the A button, while Xbox/PS use the X button.

Off topic, I know.

Is there any way that you could help me here? I don't understand what XInput and DirectInput is, but I do know that I have had several issues with older games not recognizing my controller. And I simply CAN NOT and WILL NOT play any WSAD game with a keyboard/mouse (dumbest thing I ever heard of anyway).

Could you maybe point me to a specific controller (don't care about brand) that you know will work with both newer and older games? Thanks for any help.

Yeah, I've just looked at a side by side comparison of the two controllers and realised the A & B and X & Y buttons are transposed... which explains some of my difficulty getting used to it. But I really don't like the triggers / bumpers on the Xbox One controller either. Not sure if Nintendo's Pro controllers are any better as I haven't used any of their proper pads since the Gamecube one, but I absolutely love the Wii U pad as a controller... even when the screen isn't used for anything (as it wasn't in Breath of the Wild) I just find it a really well laid out and convenient controller.

Considering there are such a range of knock off controllers available these days it's amazing no one is making decent clones of modern Nintendo pads that can be used with PC..
I'm kind of hopeful 8bitdo might eventually, but their current range of pro pads are apparently quite small and have really odd and awkward trigger placements.

Not in Japan, though, where the DualShock's "O" button serves as confirmation. It was usually remapped for western releases but there exist a few western releases of Japanese games where the original layout was kept intact and "O" still confirms actions and menu choices. Metal Gear Solid on the original PSX, to name one notable example.

Wait, why won't the games work with a Steam controller? If it works with an XBox 360 controller or a mouse and keyboard, it will work with a Steam controller, you just need to add the game to Steam and launch it through Steam.

That's a blast from the past. The first PC gamepad I ever had (and first to ever came out for PC) was the original Gravis Gamepad. I bought it specifically to play Commander Keen and Duke Nukem. :)
Unfortunately, it is outdated. The biggest issue with your Gamepad Pro is that it doesn't have analogue sticks and that it won't work with XInput. I didn't even know Gravis produced USB controllers because they were absorbed by Kensington before Windows 98 came out.
I don't know anything about them, but be careful with off brand controllers due to possibly lower build quality. You might read through the reviews before you put your money down for one.
DirectInput and XInput are Windows APIs for input devices, the latter being the current API.

Like I said, I use a Logitech F310 and that is what I recommend for a gamepad that will work with most anything. You can also search on Amazon (or where ever) for the terms "DirectInput gamepad" and you should see results for a number of gamepads which are switchable between DirectInput and XInput (make sure Amazon doesn't second guess you and search for "direct input" instead).