Afaik some games have native support for xbox360 controller, i guess shadowgun was one of those. Its all up to the game devs to implent or not to implent the support for additional hardware.
Oh, and some time ago I saw a xperia like bluetooth controller, that could be a better solution for mobile gamers
Or you are just smart and build a holding for your phone, so you can use a ps3 controller instead
Galaxy S3 i9300
Rom:Latest WanamLite ROM
Kernel:Latest Stock Kernel
Former Phones: Siemens C45 -> Nokia 3330 -> Nokia 3660 -> Nokia 6280 -> Samsung F480 -> Samsung Galaxy S i9000 -> Samsung Galaxy S3 i9300
Tablet: Samsung Galaxy Note 10.1 N8010 16Gb Titanium Grey @LL3