If you need a bit more control in your games, the Thrustmaster Run'N'Drive 3 in 1 controller purports to give you just that. Featuring an optical wheel surrounding the left-hand d-pad, it gives you extra nuance in driving games and in situations like zooming with a sniper rifle in FPS games.
Seems like a pretty cool addition to your standard controller. The 3 in 1 will work on a PC, PS3, or PS2, although on a PS3 it won't do motion sensing or rumbling and won't work on the 3 or 4 PS2 games that are backwards compatible. It's available in stores today.