I use a keyboard, and I'm quite awful if I try to use a controller for Touhou. On the other hand, my brother plays with a controller, and can't play it with a keyboard!
We use a
Raptor-Gaming LK1, and a
Random Gamestop PS3 Controller respectively.
As for keyboards, I do not buy what you call "Gaming Keyboards", nor do I recommend them to anyone, because in my completely honest opinion they are pretty much worthless. That comes from being given some on quite a few occasions "because you're a gamer/because you play MMOs/because some other reason, and you could use it" and then failing to find a good use for it every time. However. If people can put them to good use, that's great for them. I won't complain about anyone else using them, absolutely not. But they aren't for me.
This particular Raptor keyboard (also I believe they are a part of Corsair now? Correct me if I'm mistaken) has less of the useless junk I don't want that standard keyboards have these days, and more of the "buttons that actually work correctly", so a good all-purpose keyboard for me. And it looks nice. :V
Considering we are about evenly skilled at all of the games despite using different control methods, I don't want to say either one of them is better. However, I do tend to win at PoFV more often than not with a keyboard, because after watching replays it seems he can't make all the precise movements he needs to be making.
As for fighters, I could definitely see why people like controllers, but I can't do inputs correctly (mostly 623's and such) because they are too sensitive for me. I NEED a keyboard or I can't play.
Also, something else controller related. Has anyone else attempted Touhou at least once with a DDR pad? That was certainly a different kind of gameplay.