Most of the Steam games are wasd-based, which you really don't want to replicate with a controller. I played Portal on my XBox, which was OK, but TF2 sucks with a controller. The keyboard and mouse is a great control combination for serious games.
Even Peggle would be hard to play with a controller.
Most of the games are wasd-based by default, but many can be configured to use a controller, if desired -- especially the games that are also released on the PS3/360.
Whether a game is particularly suited to a controller is another matter, but this is in part a function of popularity; if more people played using controllers (as they might with a media center setup), companies will make more games that cater to them. Valve in particular is especially aware of the hardware hooked up to a player's machine, through their regular Steam hardware surveys and fanatical in-game tracking.
And while I agree that I can't see the appeal of playing a competitive multiplayer FPS with a controller against opponents with keyboards/mice, that doesn't stop a lot of people from trying: http://www.google.com/search?q=pc+counterstrike+controller&#...
Even Peggle would be hard to play with a controller.