Easy question, which gamepad should I get for use with unreal?
I think the Xbox One controller is the over all best choice.
Make sure to get the latest version, the one with Bluetooth support for connecting to a PC. (You can also connect it with any micro-usb cable.)
If you do not have a Bluetooth receiver, consider buying the set including Microsofts own dongle. It will also give you a tad better connectivity and allegedly lower latency. Look for the newly released smaller dongle model.