only an xbox controller apparently, nothing else, because an xbox360 doesn't have drivers for anything else, and there's no pc version of this game as of yet...
http://code.google.com/p/x360ce/
Download, run exe, configure, save, copy files to skyrim directory (with the skyrim .exe) - haven't tested it with Skyrim - but should work.
Edit: That's the "x360ce.App-2.0.2.156.zip" on the left.