I'll buy a 3rd party controller if I can find one I like, but in my experience the only ones comparable to the first party controllers tend to be just as expensive if not more so.
For instance, I love the 360 controller, it's sticks feel just right to me, I've never found another controller that has the right amount of tension and deadzone in the sticks. It's to the point where I actually bought an adapter to let me plug a wired 360 controller into the PS3 (so I guess in that sense I bought it as a 3rd party controller...).
Wireless isn't that important to me. I mean, it's handy, but most of the time I play with my console on my desk connected to a computer monitor, so the distance isn't an issue.
*Edit* - Madbass, I've never had one of the silver 360 controllers, so I can't speak to them, but I've never had that problem with any of the white or black 360 controllers I have.