1) Officially Supported
Mouse + Keyboard
Microsoft Xbox 360
Microsoft Xbox One
Microsoft Xbox One Elite
Sony Playstation 4
2) Semi-officially Supported (might require the installation of dedicated drivers)
Any 3rd Party Xbox-Compatible Controller
Logitech Chillstream
Ouya Controller
Steam Controller
Sony PS3 Controller (Custom Drivers are publicly available)
3) Not officially supported (you can try but Your Mileage May Vary)
Anything else (e.g. older DirectInput controllers)