Wii Gun
Wii Accessory
Video games accessories
The Wii Classic Console controller is primarily designed to work with Virtual Console titles & is best geared for SNES titles... but is requires for SNES & N64 VC titles (as you need the extra buttons). However, a fair number of Wii & Wiiware titles support the classic console as well.
If you're really into Virtual Console titles, you should invest in one. Otherwise, it's more of an optional item as most Wii & Wiiware titles have controls that are designed to work with the Wiimote + Nunchuck.
As for the Regular vs Pro version, the market has pretty much dictated this as most stores only sell the Pro version... which is a bit more comfortable to hold over the Regular version.
The Regular Classic Console controller has a feel of a SNES-style controller. The Z-buttons (zL & Zr) are very small & next to the controller cable.
The Classic Console Pro controller has a feel of a PS2-style controller. The Z-buttons are larger & placed below the L & R buttons. It also has handles that fit in your hands to give you more support on the controller.