I'm actually using the native gamepad support that you mentioned -- XPadder and everything else are a big pain, and I'd like to get everything I need from osu!.
Six out of the eight buttons work -- the buttons that don't are the "triggers", which I assume are because they're mapped to an axis, despite being normal buttons on the stick. It means that I'm forced into some really awkward hand positions.
Even though triggers don't make any sense for mania mappings normally, arcade stick users kind of need them in order for gamepad support to be useful.