It depends on what I'm playing.
Sony's controller is the best controller for fighting games hands down. The X-box loses this one for two reasons. Firstly, both the original and the 360 have VERY clumsy D-pads, and the analog sticks just don't work as well as the pad (if you're gonna use an analog stick for a fighter, it's gotta be an actual analog stick). The Playstation's D-pad works like a charm though, making it very easy to input attacks that require a directional input (especially if you have to roll on the pad). The second reason is that the X-box has analog shoulder buttons. You have to push the buttons in a little bit before they pick-up, where the PS shoulder buttons are near-instant. Unfortunately for the PS controller, though, is that the poor placement of the analog sticks makes the controller less desirable for any game that requires constant use of them. The only reason to use the PS controller, really, is the superior D-pad (which even today, some games are better played with).
Despite it's short-comings for fighting games, however, the X-box controllers were always better for FPS titles (though PC purists will tell you that FPSing on a console is already a sin, if you're gonna do it, the X-box is the lesser of the evils available), especially with the 360. It's convenient placement of the two analog sticks makes it feel very natural to use both for moving and aiming, meanwhile you have 4 buttons available to you for firing and switching weapons at the shoulders, with 4 other utility buttons you need to push less often available at your (or at least my) aiming finger. You can even use the D-pad as 4 extra inputs if you're playing a shooter that actually requires 12 buttons. The Wii-mote is definitely a very close second. It could possibly even be better, though the only First Person title I've played on the Wii so far is Metroid Prime, where the game kinda helps you aim by keeping the target centered on your screen. You still have to aim manually, but keeping the target centered reduces the hassle of circle-strafing, so I'm not sure how the Wii-mote would hold-up with an actual FPS (where Prime is more of a First Person Action game) where the aiming is done 100% by yourself.
As for my favorite controller though, which I'd use on any-other game besides fighters and FPS titles: The Gamecube controller. It has the most ergonomic feel to it, making it the most comfortable to hold for long hours, and I like how it has the larger A-button with the other 3 buttons right next to it. Its only real drawback is that the D-pad can't be used for much more than utility inputs since it's admittedly a bit uncomfortable to use in the long-term.