The regular CoreGrafx and TurboDuo pads give me a slightly hurting left thumb after playing some hectic shooters. Still, I like them much better than the Genesis 3-button controllers. Having adjustable turbo switches is a must for games like Gradius. Concave buttons are not my thing for long sessions, but they do the job well enough.
I haven't spent enough time with the Avenue 3 pad yet to make any conclusion about it. Being able to map button III to select or start is useful for Blazing Lazers. Otherwise anything I said about so far about the regular controllers applies to it, too.
The Hori PC Fighting Commander is a quite nice 6-button controller. I've got to spend some more time with it, but I think the strictly cross-shaped D-pad and convex buttons are pleasant to operate. Sometimes I wish you could configure your button placement freely, e.g. like putting the II and I buttons in the places were the SNES controller's Y and B buttons are. Also, having no shoulder buttons with this shape of controller still freaks me out in a funny way. What you can not do is map button III to select or start, if I remember correctly - I've got to double check this tonight.