If it matters, here are my thoughts concerning gamepads, WINE and gaming on the Mac:
First, regarding WINE and Windows games, yes, WINE's support for Xinput is AFAIK problematic; some people have worked on this, including submitting patches, but from what I can tell the work is still at a rudimentary stage at best. DirectInput on the other hand, works fine; Blood Omen 2, and Legacy of Kain: Defiance both worked brilliantly with my older Gravis Destroyer Tilt and my Logitech F310. (At the time, I think was using CrossOver 12 and Wineskin with WINE 1.5.15, IIRC.) - the problem lies with games that use Xinput. I think this may be the reason why the Guilty Gear games didn't work very well with either gamepad before.
With regards to Mac native games, I've only tested my Logitech F310 and Destroyer Tilt with platformers like Megabyte Punch, or top down shooters. Since OS X picks it up as a standard HID device, I haven't had many problems with configuration. For the times that I have (i.e. with older games), I've used
USB Overdrive to map the keypad buttons to keyboard keys, and it works fine. I've also tested Joystick Mapper and Gamepad Companion on the Mac App Store, and they both work too.
To answer the original OP's question, the gamepad I'd recommend is the Logitech F310; apart from its good build quality, the ability to switch to legacy DirectInput mode is its killer feature, as apparently the majority of PC gamepads out there only support Xinput.