$15 from most places will get you a Playstation DualShock USB connector (why pay $40 to have the feel of a PS2 pad when you can have the real thing?)
failing that personally i prefer the Gravis Xterminator Aftershock, identical controls to the PS2 Pad, FFB features, Excellent calibration & setup software, low power needs, sweat resistant grips & a very nice ergo feel.
problem is its the most expensive on the market at $55/£30
that said it is the most outstanding on the market, only the Logitech Wingman RumblePad comes close in features and like most Logitech things it feels like it was made for a Robot