I use an Xbox controller for Skyrim and I really like it. My favorite part when first using it was that the movement speed control was very smooth. I mean walk-run-walk transitions.
Also I had quite a bit of choppy gameplay with kb+mouse even after all the tweaks I made, maybe it was just my kb+mouse that were doing that...I don't know.
Yeah, I do miss the very precise aiming (I'm quite horrible at aiming) but I got used to it.

And you can trot your horsie!