Here are some of XBOX 360 accessories you might find useful and currently at its cheapest prices that will enhance your gaming experience and not break your wallet.

Wireless Controller for Xbox 360

The XBOX Wireless Controller for Windows delivers a consistent and universal gaming experience across both of Microsoft's gaming systems.2.4GHz XBOX 360 Controller with 30-foot range. Use up to four controllers simultaneously on one console. Integrated headset port for XBOX LIVE play. Adjustable vibration feedback for longer battery life. New left and right shoulder buttons are designed for ease of use. Use the XBOX 360 guide button to keep track of your friends, access your games and media, or power on and off your XBOX 360 console.Experience the ultimate gaming experience on Windows XP and XBOX 360 with this XBOX Wireless Controller.
The cheapest price you can get for this accessory is around $38 - $42 USD.

3600 mAh Batteries for XBOX 360 Controller

If you are thinking that the default 1800 mAh is not enough for your 8-hours-gaming-a-day routine, you might want to get a brand new 3600 mAh batteries for your XBOX 360 instead. True, it will make your battery charging a little bit longer, but what you will get is a fully-charged controller with gameplay time about twice than your default XBOX 360 controller.
The cheapest price you can get for this accessory is around $8 - $12 USD.

XBOX 360 DVD REMOTE CONTROL MEDIA PLAYBACK CONTROLLER

If you are considering to turn your XBOX 360 as your primary media center, this might be what you will need. This remote control specialized for XBOX 360 will allow you to connect to your XBOX 360 and play media by simply using commands from this remote. The XBOX 360 remote allows connection solely to the XBOX 360 consoles, and allow a connectivity to be established between your XBOX 360 and Windows XP/Vista/7.
This item can be bought with the average price of $5 - $7.

Xbox 360 wireless gaming Receiver

This Xbox 360 wireless gaming Receiver is a simple adapter that connects into a USB 2.0 port on your PC and let you use the Xbox 360 Wireless Controller, Xbox 360 Wireless Headset, and Xbox 360 Wireless Racing Wheel on your computer. 6 foot cable let you conveniently hook it up to a rear or front USB port. Use the Xbox 360 Wireless Gaming
Right now, the cheapest price you can get for this item is about $15 - $ 18.

VGA AV 2 RCA HD cable 4 Microsoft Xbox 360 XBOX360

This is the thing for you if you are looking forward to seeing any progressive to HD resolution on a HD monitor, but with problems of not having a HDTV. By using this, you can plug this in your VGA cable to your gaming monitor (if you have one) and the red and white cable to your audio inputs. You will now experience a widescreen, almost HD resolution of 1080i to enjoy on your PC monitor.
The cheapest price you will need for this item is about $6 - $7.5 USD.

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Using your Xbox 360 Controller on your PC