I'm just wondering two things. How are the PC controls for all four of these games? Good? And do any of them have native controller support?

I ask because I always play 3rd person action games like this with a controller when I can. Even on the occasions where the keyboard and mouse controls aren't bad I find a controller to be much more comfortable for this sort of game.

Depends on the game. SR1 does not support analog controls, so you have to either use a D-Pad or bind it to analog stick with software like XPadder.
Other games (SR2, BO2, Defiance) have no problems with most DirectInput gamepads. XInput should work but there may be problems with assigning axes.