One thing to note is it can be a bit tricky to get first party xbox one/series controllers to work wirelessly via bluetooth. Aside from that, xbox controllers work great. I don’t have any PS controllers, so I can’t personally speak to those, but they should work perfectly fine as well.
At least you actually got Xbox Accessories to recognize your controller. I can’t even get it to show up even though it’s clearly connected and recognized as an xbox controller in device manager. Granted, passing the usb port through to a windows vm in order to do this probably isn’t ideal, but I can’t install it on my work computer and I’d really rather not have spyware os installed bare metal on any of my personal machines that I actually daily drive. Even when I decided fuck it I’ll throw it on an old thinkpad, it just refuses to boot the win10/11 installer.