2D games tend to work better (for me at least) with a D-pad...original Legend of Zelda, Street Fighter (like Chaltab said). Newer games are work with the analog stick.
However, when it comes right down to it, I think I really prefer WASD with a mouse, especially for FPS games. I've gotten better using dual-analog on a Xbox, but I'd be a lot more comfortable with a keyboard and the precision of a mouse to aim. I'm trying to talk a friend into re-starting Knights of the Old Republic. She tried it on XBox, made it only a couple hours, and didn't like it. I've told her a few times that playing on a PC is much easier (not to mention better looking because XBox only puts out 640x480).