In short, a good d-pad is of utmost priority.
For as long as I've had a PS3 I have used my PS3 controller as my all-needs PC gamepad. Before I had a PS3 I just used a PS1/2 controller through a USB adapter I had. After playing the original Ninja Gaiden for a bit, I have concluded that the d-pad simply doesn't cut it. I like the DualShock 3 well enough, but the d-pad is really prone to sending diagonal inputs when you only want one of U/D/L/R, especially after having been worn out a bit from constant use. As anyone who has ever played Ninja Gaiden would know, diagonals often equals a horrible death (you can't jump off a wall if you're hitting a diagonal—yeah this is mostly just shitty design, but the controller doesn't help).
So I'm thinking it's time to get a controller better-suited for my classic game needs. The cheaper the better, but I'm willing to put some money into it if need be. I know that PS4 and WiiU Pro controllers work on PC/Mac, but I'd only consider those if the d-pads really are that much better, and I'm a bit skeptical, esp. for the cost (though I'll likely get a PS4 at some point in the future).
I was thinking something like this, though the build quality of these things are always super questionable. That particular one seems to get pretty high ratings though, unlike most of the others. Of course there are the USB adapters for actual SNES (or whatever) controllers, but most of those are so used by now that they aren't very responsive.