A friend of mine has one of the USB ones. Its drawback is that rumble fx aren't supported, and Win2k didn't always detect it for him. I made a DPadPro interface which connects through the LPT port. Supports rumble fx on most newer games if you attach a 9v battery (or a wall wart). Some controllers will require this supply just to function properly because they weren't wired to use the correct power pin.
The website for DPadPro is no longer up, but I do have all the drivers and diagrams if anyone wants them. Just email me.
DPadPro does not work under Win2k, btw.
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When 1337 hax0rs start impaling each other with swords and typing code with a hook on one hand, then they can modify the term "pirate."