I saw on the news a new iOS controller called the COCO Controller that fits on your iOS device and gives PSP thumb sticks and buttons for gameplay, can't wait for the reviews to come out and see if its any good.
I think you can use controllers. I saw a development thread or some contest and someone mentioned that they hooked up the game controls to work with a controller. I think that you just have to coordinate the game controls with the controller functions. So that for example you have a rule that says: If > Key > 'A' > is down >> And then when you press a button on the controller it sends a message to the computer that 'A' is pressed. The only thing is that it wouldn't work with iOS devices.
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You can save your .gameproj file to a usb/external harddrive.