I have to agree, FPS games are MADE for keyboard and mouse! Here's a question though, are you using default controls for every game? I have played games like Enter The Matrix just fine with a keyboard and mouse because of a certain control layout my family and I use. Here's what we use for games such as Bioshock:
Left Mouse Button - Move Forward
Right mouse Button - Move Backward
S - Strafe Left
F - Strafe Right
D - Walk/Run
C - Crouch
A - Jump
V - Hack
G - Use First Aid Kit
R - Reload
Space Bar - Fire
Alt - Switch Between Weapons and Plasmids
Numbers 1-8 - Equip Weapon 1-8
F1-F6 - Equip Plasmid 1-6
When you put your hands in position to play BioShock with this control layout, you'll notice that your left hand would be in the exact position as if you were going to type! No matter which game my family plays, the movement and firing controls are going to be the same. Only if there are different controls in another game do we change anything. I hope this control layout will do fine for anybody else too!