Cost and your computers abilities are major factors.
Some top of the line sims that come with a controller are FSOne and Real Flight G4 but check the stats because they do require a fair amount to run and I see a number of people buy them and then have to upgrade their computers to get them to run. Expect to pay about $200 for either.
You can pick up an older version of Real Flight G2 on Ebay with controller for about $60 to $100 depending on if any expansion packs come with it. I am using G2 myself and it is a perfectly fine sim.
FMS is a free sim you can download but you will have to buy a cable to interface your controller to your computer and no gaurantees that the cheaper controllers from some of the RTF airplanes will even work with it. (some RTF airplanes will come with a sim and cable)