Hey there, welcome aboard.
Typically, any the Microsoft Xbox360 controller works with just about any game in windows now. I would assume the same for GUN. If you get one get a wired one, otherwise you'll have to get a wireless dongle for it.
As for the Nyko controllers, I'm not totally sure (cause i don't know which one you have) but I don't think you can use them for the
PC unless there is a device driver, or if its generic.
For the MOMO wheel, probably doesn't work for the PS2, even though it probably connects through USB. Nothing wrong with giving it a shot though. Sorry, I don't know of any mods that would allow you to do it.
Once again, nice to see a new face.