Hey Marmoo :
Wish i saw this thread earlier as i could of helped out then.
This is what i use *logitech F710*
Just remember not to loose the Dongle .Works like a charm for me & the dongle can be kept inside the controller for safe keeping if you need it for Lan parties ... Does have Rumble .
With the back buttons they feel alot diffrent to the rumble controller you have as i once had it my self ,but you will get use to it. The controller should only around $50 but im telling ya now you would most likely want to never go back to wired controllers as this is a pretty decent controller .
Batt life is decent ,Recption on these are quit strange they DO work but for people like us who use it in a loungeroom ,you may see you're self getting a USB3 extention cable just for that extra comfort that the connection Does not fail. & if it does after that Change the Batteries .
The wieght is Noticeable as it is bigger & heavier ,nothing to worrie about as the controller is light wieght .
With all that said Get out of the house now & get 1 man i this controller ,GTA IV runs well with it ... 1 little pointer in GTA IV settings tho is Aim secsortivity thing i tihnk it's called put it to max. Helps alot.
Hope this helps you ...