Well I've seen myself some of the best french trackmania players ( and you know frenchs are good in trackmania ) when I was attending CSS lan events and I'd say 50% were using keyboards, 40% were using controllers with analog sticks and triggers, like the xbox 360 or this one https://www.gamegear.be/images/thrustmaster_gamepad.jpg and 10% were using steering wheels.
Theorically a steering wheel is the best possible controller but very few people know how to configure it
Press Escape in game and set up sensitivity and deadzones. If you don't know what it means I can explain.