I have a Yamaha BC3 breath controller. It is very simple and only sends breath information. Some controllers also send note info, like a clarinet or a saxophone would, and those are really like playing a self-contained instrument. I am not interested in that because I am keyboard player and my hands are 100% occupied. I don't have any limbs left over to do anything, but I can put a breath controller on my head and flip it into my mouth for a saxophone break, which is very cool! Only a few keyboards have breath controller inputs. You can also get a little box that will take your breath controller info and pass it on. In my case, I bought keyboards with those inputs, my CME UF5 and UF6. They are obsolete now which is a slightly annoying thing about technology. They still do what they did when I bought them, so I guess I can't complain.
A breath controller is somewhat like a pitch bend or a mod wheel; it sends a variable signal to whatever parameter you assign it to. The unique thing about it is how the signal comes out because you blow into it like you would a horn. That's pretty hard to duplicate with your left hand on a mod wheel. So, that's why it's special. Also, you don't really have to think about it the way it would be trying to control a mod wheel.
The Yamaha VL70m ($800) is geared up specifically for a breath controller. Believe it or not, you can use breath to modify a guitar or a base guitar sound as well, and it's awesome. Of course, I'm only talking about the VL70 with Patchman Turbo chip which you have to buy separately for $310. If you are in the US, you can buy one from PatchmanMusic.com with the chip installed. If you are in Canada, Yamaha finds it too confusing to let one cross over the border and maybe, oh, I don't know, just transfer the warranty?! Anyway, my pet peeve, as you can tell. So much for free trade (NAFTA)! Patchman has samples online for most of the 256 sounds available on this box. I particular like the sax sounds but the flutes are also awesome. Check them out.