So im better off buying a pc controller
Personally, I use a corded dual-anolog Logitech controller for the PC. It has vibration mechanics, but I have yet to encounter a PC game that supports vibration (at least, in Logitech controllers, if at all). I've found http://code.google.com/p/x360ce/ to be invaluable help getting certain games to play nice with my controller (such as Mirror's Edge and Darksiders), and it's improved my controller's functionality for Overlord, Rise of the Argonauts, and Trine.
Added benefit: non-360 controllers are much less expensive. That being said, I was so pissed that Darksider's didn't work out-of-the-box with my Logitech that I was sorely tempted to cave in and buy a PC x360 controller. I'm going to try the vibmod again, now that I've figured out where to put it in the Steam folder.
EDIT: I also use the Fragnstein controller, which completely bypasses the entire problem by assigning its buttons to keystrokes. However, for some games, I don't want to use a mouse.