Why would you want to play with anything less heavenly than a mouse-and-keyboard combination?
Because they have different opinions than you? Your "heavenly" mouse-and-keyboard is my "wrist torture," depending upon the game. I'm also just much more comfortable with a controller in my hand, if I'm being honest.
You don't need any extra programs, Skyrim (and most other multiplatform games) already supports the 360 controller.
Older games don't, though. Say you want to play Morrowind with a 360 controller. There's no support for that. Minecraft's another good example; it's a bit clunky, but once you find the sweet spot for the cursor speed it's fine and it saves my wrist a ton of pain. There are far more obvious games I could point out, but I won't in deference to forum rules.
I've found that xpadder is a great program for this. Completely customizable, very lightweight, and usable with just about any game/program. Just set the game's controls to whatever your set up is.