I pretty much only use controllers for sports games, but I use the Hyperkin Duke. Every other controller feels like uncomfortable trash now. The one warning is that you can't have small hands because it is huge.
I use a wireless SN30 Pro for retro games and Legend of Zelda: Tears of the Kingdom. The only reason I bought a Nintendo Switch in the first place. I also wanted as slice of the hype wagon!
Console wise I had Playstations 1-3 so when I decided to get a PC controller in like 2014 I just stuck with what was familiar and grabbed a DS4. Its fine, still works perfectly.
I also have a Switch Pro which I like, it seems to connect to Steam OK although I havent used it in many games on the PC.