Bought new gamepad. What would be good games for it?

Guacamelee!

Spelunky, Dustforce, Dark Souls, Metal Gear Revengance... Are some of the games which I can't possibly play without a controller. Oh, and Rocket League I guess.

I play almost anything with controller. Few exceptions are shooters and mobas.

RYSE: Son of Rome;) or ABZU

Any 3rd-person action-adventure or RPG. Tomb Raider, Psychonauts, Batman Arkham series, GTA, L.A. Noire, Kingdoms of Amalur, Beyond Good and Evil, etc.

Bastion, Transistor, Crypt of the Necrodancer, Nuclear Throne. All fighting games.

Steam added support for DualShock 4. DS4 has a headphone jack too.

Have you played with a gamepad recently? When i bought mine, i hadnt used one for more than a decade so i sucked badly when trying it.

If you are new, i would recommend Space Marine on easy, and shadows of mordor.

Any (decent) platformer will do with a gamepad :)

Definitely GRID 2, the detail given to the vibration effects is amazing. It's the only game I have played that actually uses the vibrations very well.

I find XCOM2 much more enjoyable with a gamepad. I am not kidding,

Rogue Legacy

Theres a bunch of good sugestions here but damn, i can't think of anyone better right now then Dead Cells.

Its an EA title (fully featured- i had 23 hours in it already, almost non stop) platform/rogue-like with metroidvania vibes.

What surprised me the most is that its one of the tighest, most responsive and feel good controls ive ever seen with a controler.
It felt good from the get go, but now that im into mastering the game and can pull off precise ninja-badass moves as second nature is that i can trully realise and grasp the extent of precision it have- and how much superior it is to many, many games i tought had good and precise controls.
I can't put my finger in it yet; I guess the feedback and animation times play a major role into feeding into eye-hand coordination+ the precision and good hit boxes. Theres many good controlers games out there that are responsive and precise but very few feel this good doing it.

http://store.steampowered.com/app/588650/Dead_Cells/

Super Meat Boy

Try Spy Chameleon, it's fun and it makes great use of ABXY buttons.
http://store.steampowered.com/app/297490

Check out the finest section of platformers, 3rd person adventure games and hack and slash on steam.

Batman arkhams, shadow of mordor

Basically any racing, platformer, RPG or twin-stick games.

Used to play only with mouse&keyboard, but nowadays I only use them for FPS and strategy games and play everything else with controller (if supported).

Some RPGs, specially japanese ones. Action games in third person, I guess. Platforms.

Vanquish.
(Although that also plays surprisingly well with keyboard & mouse)

I just bought the Xbox Elite controller last week myself $200 seemed a bit steep after getting the wireless adapter battery and charging stand but i figured worst case if i didnt feel like it was worth the money after trying it i could always return it. i have to say its by far the best controller i have held built like a tank and very customizable.
you can even adjust the sensitivity of the sticks, triggers and can adjust the rumble strength for both the controller and trigger buttons independently,i was a bit bummed that the 4 back paddles are mapped as A.B.X.Y same as the face buttons and the default driver wont let you change them but there is third party software that will let you map them independently i just have not tried it yet,
while i still think it was a bit on the pricey side and think they could have likely sold it for $50 less or so i will be defiantly be keeping it.
As far as what games to play pretty much any game made in the past 10 years will work with it,i personally love playing the fallout and elder scrolls games with a controller.

Brothers - A Tale of Two Sons

Any of the following: LEGO games, platform games, fighting games, bullet hell games.

Regarding the controller you've missed, it's the Steam Controller. It has pretty much every remapping feature Xbox One Elite controller has (except for per-motor rumble strength tuning) and a lot more for the price of a regular Xbox One controller or less. Its build quality is identical to Xbox One controller despite what people claim. I was very skeptical about it at first, but once I tried it and learned how to configure it properly, I don't want to go back to my previous gamepads.
I must also mention that now that Steam has support for 3rd party controllers, you can use all of Steam Controller's remapping features (minus trackpads and gyros, of course) with your Xbox One gamepad.