The biggest difference in motion controllers with Mach4 has to do with how well the developer supports the controller. The developer supplies a plugin for Mach4 to communicate with the controller, and most plugins do not support all of Mach4's features.
The Ethernet Smoothstepper, is the most popular, but it's ethernet, not USB.
PMDX makes a few USB controllers.
PMDX.COM - Products for CNC and motion control applications