Welcome to the forums.
The type of connection really depends on the type of controller your after.
Most of them have one connection to the power supply with x amount of direct connections to the fans.
I do not recommend hooking up your CPU fan to a controller. Most (if not all) CPUs need go through the mobo header in order to work as designed.
There are a ton of controllers out there at various prices (see below)
Im not sure where you are from but this example is from an Australian site.
All I can recommend is once you have found something that you like - research any reviews or blogs that feature the controller. Not all controllers are created equal and you need to make sure they can handle the juice running through them.
I trust this helps - let us know how you go.
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Do YOU hear the voices too?!?