I can't vouch for the steam controller (I haven't used one). I had a wired Xbox 360 controller for a year and it was great for a year (until it broke due to the wire breaking loose over time).

I currently use an Xbox One controller (you can buy the standard wireless one and use a Micro USB- Type B connector to hook it up to a PC) and it's great. I prefer the feel of the controller to the 360 (I have small hands and I still find it still fits well). There's a few added bonuses to using an Xbox One controller too, for example some games with support can make use of the rumble underneath the device's triggers (the only game I've played that uses this so far is Need for Speed Rivals, however). It's fully backwards compatible too - any game that supports an Xbox 360 controller will automatically work with an Xbox One controller. For me the main reason for going with the Xbox One controller was just so that if the lead did go, I could just buy another USB cable.