I find the PS2 controller perfect for PES, seems to be designed for it. I've got it on PC as well and bought a USB -> PS2 controller adapter especially for it.
As ElRazur says, definitely shoot from outside the box. I didn't shoot before I got myself in to a good position when I first started which meant I didn't get a lot of shots in, but as soon as you've got a clear shot on goal, take it unless you've got a player in a better position. Cisse is a god on PES5, I'm sure ElRaz remembers my awesome long shot I scored earlier
Play on a higher star rating than you think you can handle and you'll adjust to playing in that way quicker. I started on 2 star and got used to having miles of space behind the defense for a throughpass but on 3 star the opposition play a lot tighter. Infact, if you can get online easily I'd suggest learning the basics against the computer and then dive straight in online. Sure you may lose a lot to start with but you'll get a lot better.
Cutbacks are very annoying to defend against online but guarantee you an easy goal. Play 3 upfront together, run up the wing, go to shoot from one side drawing the goal keeper out and then simply pass across goal to your teammate who will be running in and you've got an open goal to just slot the ball in.
As for tackling, you don't even need to put in a tackle sometimes, just put pressure on them but running next to them and push against them. Don't tackle from behind though, freekicks are very easy to give away.
