Keyboard and Mouse
No, seriously - other than the original NES controler, I can't use any other controller at all - my hands are really really tiny, so I either can't reach the buttons, or it hurts to do so. I use a 3-way adapter/changer and a retro-style Mad Catz controller to play on my PS2/Xbox and Game Cube.
It doesn't work with the 360, so I'm stuck with short play-sessions on that at the moment, and having to avoid games that use both analogue sticks. I can't wait for a retro-style controller for that.