I prefer the 360 controller but many swear by the dual shock. It's not a bad controller by any means but I prefer 360's due to its analog sticks, triggers, and click buttons. I suggest going to your local game store and ask them to let you both controllers so you get a feel of what you prefer.
As for multi player, 360 easily. I have both a ps3 and 360 and every ps3 game I've owned that has functioning multi always has a limited pool of players. Ps3 just can't match 360's user base numbers if you're in America. For example, my favorite ps3 shooter is Uncharted 2 and multi for that even barely months after release was DEAD. There would be 4000 people online playing at any one time and this is for one ps3's biggest games. 360 has not only a bigger user base who play more multi player games it has better functionality to play said multi games through the party system.
Of course a lot of what I just posted depends on region. If you're in Europe you WILL have people to play with because Europe, UK especially, have a Sony slant.