I am using an APC40, which works well with Ableton and an old Roland PC-200 keyboard controller (I purchased it in 89') when I first started using sequencers.
The APC is pretty cool for launching clips and twisting the effects. Not as good for mixing, but it works well for live mixes.
Most of them do pretty much the same thing, so my favorite tends to be whatever I've got to work with at the moment. I wouldn't mind having some midi drum pads, though. That would be nice.