I also use the Korg nanoKONTROL with great results.
Before you spend money, you need to ensure that whatever you purchase to use, it must be NOT be recognized as an AUDIO device, even if it works fine as a MIDI controller in other applications. For example, I have 2 MIDI interfaces:
MIDIMAN 2X2 MIDISPORT
M-Audio 2x2 MIDISPORT Anniversary edition(M-Audio bought up MIDIMAN)
While essentiall the same thing, the OS and drivers install the Anniversary Edition unit as an Audio device, and hence anything behind it would not be seen or usable to MyDMX.
Another example:
Using the Korg nano-series, they all CAN work with MYDMX. They install as a music device.
The Novation Launchpad can also be used. I have one but don't have time to work with it to learn it so not sure how well this could work.
In comparison, the Akai LKP-25 keyboard installs as an audio device.
Jingles has reported some luck with some Berhinger 2000-series controllers(I think a BCF-2000).
And I think Elation released a MIDI controller.
ALSO:
One at a time. You can't use more than 1 controller simultaneously with MyDMX.