Though it's a platform that began with the joystick as the dominant control method, over the past twenty years the keyboard and mouse overtook it to become the only way to play most games on the PC. Which is a shame, because there are a lot of them that play better with a control pad.
This has become especially true over the past 3-4 years, as the PC has started to get a lot more ports of console titles, thanks to both the relative ease of bringing code over and the increasing popularity of Steam leading to a bigger market.
While the keyboard and mouse remain the best means of controlling many titles, especially PC staples like FPS and strategy, there are plenty of other options - from Dark Souls to Remember Me to DMC to Dirt 2 - that are really crying out for a pad.
You could go and buy a custom PC control pad, but that would be stupid. Chances are you already own a control pad you can use on the PC: the ones that came with your Xbox 360, PS3 or Nintendo console.
Xbox 360
Most of you will probably be aware of this, but just in case you're not: you can use Xbox 360 control pads on a PC. With a little help.
Standard wireless pads won't automatically connect to a PC, since your computer won't be able to read the controller's proprietary wireless tech. Microsoft do, however, offer a dongle you can buy, which plugs into a USB port on your PC. They run about $20 officially, though you can of course get third-party alternatives for less (though your performance results may vary). If you want to go down this path, Microsoft has a handy guide on configuring your controller here.
The better option, though, is to spend the cash on a custom "Xbox 360 Controller For Windows". It's a wired controller with the same 360 design that's custom-made for the PC (though it also works on your Xbox 360 if you feel like disconnecting it and moving it around). I bought one when they first came out and it instantly became my primary controller, even on console, because occasionally having to move it between platforms was worth never again having to deal with 360 pad's woeful battery life.
With one of these, all you need to do is plug it in and you're set. Many games are even coded these days to automatically switch your control method from keyboard+mouse to control pad the instant the PC detects you plugging the pad in.
PS3
Let's say you prefer the PS3's DualShock 3, though. Or don't already own an Xbox 360. The good news is you can get it running on a PC as well. The bad news is it's a little more complicated.
The DualShock 3 communicates via Bluetooth, which your PC will be able to understand, but only if it's got some means of Bluetooth connectivity. Laptops will probably have this already, but if you've got a desktop, you'll need to go get a Bluetooth dongle (you can get decent USB ones for around $10-20).
Once your PC has a means of talking to the DualShock 3, you'll need the software to get things actually running. That software is called Better DS3, and if you've never messed around with this kind of stuff, before, it can seem a tiny bit complicated.
Download Better DS3 from here.
After you've downloaded Better DS3, you've got some setting up to do. This video by wiltshire12345 is probably the best available showing you every step you need to follow.
When that's done, you should be good to go!
Wii U
This isn't exactly an ideal option, but if you've only got a Wii U, you can get the big Wii U controller working on a PC using a download that one of our readers, Chris, put together a few months back.
You can download the files necessary here.
A better option for Wii U owners, though, at least if you've got one, is to use the Wii U Pro Controller. TeHaxor69 made a good one earlier in the year that you can download here, while Screptilez's tutorial video below should guide you through the process.
I've left the Wii off because the Wii Remote's usefulness for the kinds of games you'd be playing on PC is limited, but if you absolutely must try it out, Instructables has a good tutorial here.
If you own more than one console, you've got a choice to make. It should be an easy one, as the Xbox 360 controller has emerged as almost the default option for the PC; most games that support pads, for example, will show button prompts for Microsoft's controller.