Nintendo's standard controller is really good.
Nintendo's Wavebird is the high-water mark on wireless controllers, on the Cube or anything else. It doesn't have rumble, but that's the flipside of it's "high battery life" feature.
The Hori Digital Pad for the GameBoy Player has limited uses, but I'd say it's on the top of the "third party controller" stack because it's rock solid in what it does, and because (afaik) it's the only officially-licenced third party controller on the market today.
The Nyko PlayCube adaptors (and various brand alternatives) let you use Sony's first party controllers on the Cube, which is more versatile than the Hori D-pad, and still keeps some reasonably good quality in the formula (even though it's Sony), but there are tons of different versions and complications, and a lot of compatibility problems.
I saw a Nyko AirFlo the other day, and it was wireless, has that luxury hand-cooling thing, and it also was a surprise in that they switched the positions of the Analog Stick and the D-pad (which they made bigger). They also tweaked the button placement into a more "standard" PSX/SNES style layout (something the Hori D-pad didn't do). It seems really nice, but wireless + rumble + cooling fan = extreme battery hog, so I didn't even look at it's price. I already know I won't be able to afford to make use of it.
In terms of Arcade Sticks, I'm pretty sure there's a Soul Calibur controller out there, but that's not really my thing.
I don't know much about any rapid-fire or programable controllers.