I find it rewarding mastering aiming with analogue sticks. I did it all the way back on PSOne with Quake 2. Mouse+Keyboard still wins obviously, though nothing wrong with the console option.
I dont own an Xbox 360 Yet, but I find it just takes alot of practise one thing I refuse to play on the console is RTS, I am sorry not going to happen.
I battled at first on my Xbox but now it is second nature to use the controller in any FPS. I prefer the controller to a wheel in racing games. I have not played a RTS game but from what I have read regarding the Halo Wars demo that came out it is quite good.
The Xbox controller is the best controller I have used as you can just sit back and relax and don't worry about a huge keyboard and mouse.