Hmm....now that is a debate best left well alone... Personally I prefer keyboard and mouse, mostly because it's what I'm most used to but I've also read somewhere that better accuracy is attained with this kind of set up..
If your playing a game like Call of Duty (C.O.D.), a FPS (first person shooter) then you'll be using the classic k'board and mouse set up.
This usually entails that the keys W,A,S,D are used for forwards, backwards, left and right with the mouse taking care of your visual movement as well as any firing/attacking that has to be done.. Anything else is taken care of by extra keys assigned on the keyboard or mouse.
At first, especially if you've never tried it before, it can take a while to get used to. Being able to...