For any game where you have to aim something, a mouse and keyboard is the only way to do if you want to be able to aim straigh and fast at the same time.
But than there are games like Prince of Persia, or racing games like NFS. Once I switched to using a controller for them I'll never look back again. And than are the hybrids like GTA. Not even in a car or plane can I use the controller right, It has to be the keyboard and mouse. The newer series of Tomb Raider (Legend +) is also better with a mouse.
Borderlands however I gave a try with my controller and with the auto aiming on it was actualy playable, but getting critical hits it much easier with the mouse, and I pride myself on my critical hits.
