Getting a PS3 controller to work with FFXI on PC is a huge hassle, and requires (often buggy) 3rd party software. Gets even worse if you wanna use it via bluetooth. There may be better software now, but DS3 tool was a freaking nightmare....
But getting my PS4 controller to work was pretty much plug and play, but for one small easy to fix issue. The analog sticks were mapped wrong, and it took a bit of messing around to fix. Trying to remap them via config doesn't work. <,<
Plug in controller.
Open FFXI controller config.
Check the boxes for, enable gamepad, enable slider, and enable hat switches(honestly, I dunno if you need slider/hat. But I have em checked, and mine works, so.)
Hit the Default Setup button under the predefined setups section.
Configure buttons to taste, but..
Leave the movement/camera Alone(possibly menus too, I forget.) Hitting default sets these properly, and trying to reconfigure them screws em up again. <,<
Hit OK. Then log in and test.
After that, mine worked great. The thing that could be considered an issue, is that if I try to connect via bluetooth, I get the occasional lag on my controller input. And that's just not acceptable, so I just stuck with USB.