I recommend the Zapper too. With the caveat, however, that it does take getting used to, especially for the games that force you to shoot with the front trigger. I had to go through all of LinksCBT and part of RE:UC before I went from Zapper hate to Zapper love. LinksCBT is also a good few hours of fun.
EDIT: Some people like the Perfect Shot. I would suggest that if you plan on playing games with calibration (i.e. Ghost Squad, HoD2&3). For games without it and just cursor control, I find the Zapper easier to use since I'm shooting from the hip.