[quote name='Warlock82']
Don't know about PS3, but no on the Xbox 360 controller. You need a
special adaptor.[/QUOTE]
Few points:
1) You only need the adapter if you are using a Wireless controller (granted that is the vast majority of people, but I digress) The wired (usb) 360 Controller works out of the box, just plug it into your PC
2) If you have a Wireless controller with the USB play n' charge kit, you STILL need the adapter. The USB cable only charges the battery and does not transfer any data over the wire - the controller is still communicating wirelessly.
3) The cheapest way to get the adapter, since it is now OOS everywhere, is to buy the wireless package from Amazon:
Link This comes with the controller and the wireless adapter for $50 (at the time of me writing this but I've seen it go lower). The adapter itself would cost $20 new, so it's basically picking up another wireless controller for $30 and saving some hassle with ebay/3rd party vendors.
4) It's totally worth it if you play racing games or platformers such as this, although platformers are pretty rare on the PC. There are also built in configs for TF2, L4D, L4D2 (among many other cross-platform titles) for you console players that want to bridge over to the PC.