Has anyone played on a PC using a PS2 controller with USB adapter?

I'm using a PS2 controller with USB adapter, and it's not too bad. There are some disadvantages though:

* Dashing with the analog stick is a nightmare.
* Any move with the d-pad is a nightmare.

I heard there are input delays when you use a USB adapter, is this true? should I get a X360 controller since Windows supports it natively?