I've been through a bunch of controllers, and I really prefer the PS3 controller over the phone joy, onlive, etc. I was turned off in the beginning due to people continuously mentioning the sixaxis app, but after getting it set up, it really works well and it just adds one step before gaming.
I'll make it simple.
First Time Setup
1. You get the application from Play.
2. Run it.
3. Hit the start button in the app.
4. Connect controller via USB cable. (you need it anyway to charge the controller)
5. Hit Pair then hit OK button
6. Unplug the controller
7. Hit the PS3 Button on the controller
8. Wait ~10 seconds.
9. Paired and Done! Now you can game.
Each Time You Want to Game
1. Start Sixaxis App
2. Press Start in App
3. Press PS3 button on Controller
4. Wait ~10 seconds.
The above "each time you want to game" takes 15 seconds of your life to use a quality controller, so its REALLY not a big deal.
Just, don't buy PS3 controllers from ebay =) You have been warned!