It depends on what you want to do. If you just want to run two fans with PWM from the same header, this is what you want to do (Preferably these should be identical, but you can also run two different fans as well as a PWM fan and a 2/3-pin fan).
The only problem you will encounter is if you run two or more high performance fans off the same header, you might burn it out. Usually this isn't a concern since most headers are able to deliver around 10W which is more than enough for two normal fans or even LED.
I would not go with a fan controller since it is more expensive and more work. And you get about the same result. But it depends on how much you want to be able to tweak the settings.