1 - Do you guys prefer concave or convex thumbsticks? I'm used to the concave sticks in the Xbox controller, but I hadn't used a gamepad since Master System 3 (which didn't have sticks, by the way).
Depends on the surface. If it's rubber-coated, convex tends to be better. If it's a cheapie plastic one, then concave is better.
2 - Can anyone compare the vibration in the F510 vs the Xbox Controller? I actually like it, though I think I won't mind if it's a little weaker.
The F510 feels a little stronger to me, although that may be because it's smaller than the 360 pad.
3 - Suppose I'm not really interested in playing co-op with controllers. Considering I already have an Xbox controller, would the Logitech still be worth it, or would I be better looking for some cheaper D-Input only pad?
There are quite a few D-input games that will not produce force feedback on a 360 gamepad without using the custom drivers, and the two analogue triggers serve as a single axes for DirectInput games, which some older games tend to hate with a vengeance. In games like GTA 3, you won't be able to assign them to anything in XInput mode.