This depends solely on the game I'm playing.
If it's something like Saints Row 2, then yes. I NEED a controller since that game wasn't made with the PC in mind, at the time. Trying to race in a game where you have to bad handling and can't make those slight turns at the drop of a hat; becomes rather annoying. I found that using the controller/gamepad/whatever, to be an easy task when it comes to playing the game for anything. However, the only downside to it is when you try to reconfigure the controls the way you way, you could very well effect something else and make the game harder to play. (I actually have the controller how I want it, but the accelerate is the same as my gun button, so whenever I hold it down or tap it, my character shoots as she drives...Oops.)
However, with everything else, I'm just fine. I love to use the keyboard and mouse for say, adventure games, rpgs, or puzzle games. Of course, these types of games usually take the controls in mind and know how to cater to the player and let them customize key bindings.