I personally prefer wireless controllers with a USB receiver so I am not at the mercy of Bluetooth deciding to work or not work that day. Also, Bluetooth controllers won't wake the Steam Deck from sleep.
I use the Xbox Wireless Adapter, but I needed to install the drivers manually, which was a pain in the ass. And each time you update the Steam Deck, you need to do it again. Once I do this, it works great, but it's really annoying. I really wish Valve would include the drivers for this.
Actually, I wish Valve would come out with their own controller.
Edit: Here's the guide I used to install the drivers in case you want to do the same: https://www.reddit.com/r/SteamDeck/comments/yr248o/install_guide_for_xbox_controller_dongle_firmware/?utm_source=share&utm_medium=web2x&context=3