It depends if the game supports it or not. Most modern shooter or racing games support controllers. Games like Shadow of War or the Batman games are I find a lot better with a controller.
If you search Amazon for PC controllers you will find a lot at various different price points.
Have a look at the PC Gamer controller review. Personally I just use a £20 wired X Box 'clone' controller. I.e a cheap knock off that looks like a X Box controller.