I had some weird problems at first when I used my gamepad, but I got around them by using a program called Joy2key. Nifty program lets you take joystick/gamepad input and emulate it as keyboard input.
So after assigning the gamepad's buttons to keys and setting up the proper keyboard config in the game, it worked alright.
If you try this, make sure that your gamepad as at least one extra button that you don't use!! Even if you have to not use a button like "start" and rely on hitting "enter" on the keyboard, leave one button unused.
This is so when you go into the control config, assign all Joystick controls to that one unused button. If you don't do this, the game sees you inputting both joystick/gamepad AND keyboard commands, and does both in-game. (when I realized I had done this, it was because every time I tried to move down I also fired missiles)
Anyway, this is also handy if you want to play using a D-pad and not a joystick for movement. Makes dashing a lot easier in my opinion.
Hope this helps!