What games on GOG are compatible with a gamepad? The only ones I know of are the space sims. are there any other?

shouldn't every windows game be gamepad/joystick compatible? They all use directx after all.

Actually, this isn't the case. Absurdly, the developers took out native gamepad/joystick support from the PC port.
codagh is right about everything else though - there are plenty of tools to make games work with gamepads (including BG&E). In many of them, you can do fairly complex assignments like assigning an analog stick to the mouse cursor.
If you have a recent logitech gamepad, the logitech gamepad drivers are also pretty configurable.

Adding Duke Nukem 3D and Pro Pinball: Big Race USA and Fantastic Journey to cogadh's list. I know from experience those three work.

If you use Xpadder then you can make any game that uses keys playable with a controller. Unfortunately it seems to not be freeware anymore.
Luckily for me I've still got my old freeware version backed up. You might be able to find an earlier version of it somewhere that's still freeware.

I assume that by "recent" you mean "one that has 5 years or less" ;).
As said before it is possible to force most games to use a gamepad with a little help of software.
And Descent trilogy games work surprisingly well with a gamepad (1 and 2 with Rebirth mod).