It depends on what you are playing.
If you're looking for an all-rounder D-Pad with great feel and precision that is comfortable for extended hours and very usable with many different types of games, it's hard to beat Saturn's or Genesis D-Pads for controllers.
The Vita D-Pad is one of the best D-Pads ever made with extremely clicky and responsive input but the console itself is not a controller so it's hard to recommend for most people.
For arcade beat-em-ups or fighting games, I really enjoy the feel of Neo Geo Controllers, they have a harsh but satisfying clicky response that is quite addictive and enjoyable.
For most 2D platformers/action, I personally prefer a classic + sign controller. The most accessible and overall useful one of modern controllers is the Xbox One D-Pad. It's clicky and comfortable enough, though it's off-axis position may be uncomfortable to use exclusively for a long period of time.
With that in mind, I'd recommend checking out 8bitdo Pro 2's controller because it has a familiar shape based on the Snes controller and the Dualshock, nice input and compatibility with a wide range of consoles and of course PC.
TLDR; Saturn/Genesis (Overall best), Vita (Honorable mention), Neo Geo Controller (Beat-em-ups/fighting-games), 8bitdo Pro Controller 2 (2D platformers/Action Games)