What Dean said, the 4-pin connectors are for lights only. You'll want a 6 or 7-pin round connector if you're going to be rewiring things.
Check this out:
http://www.etrailer.com/faq_wiring.aspx
As far as a controller, I have the Tekonsha Voyager (it was on the truck when I bought it). It's a generation older than the Prodigy, but it seems to work pretty good. If I was buying one new, I'd get the Primus or the Prodigy, but if you can get a Voyager second hand for cheap, it'll do everything you need.
On a side note, brake controllers are actually a lot like audio amplifiers. The input signal is the voltage from the accelerometer that tells the unit how hard the truck is braking. That signal needs to be amplified into voltage that physically clamps the brakes on the trailer. The manipulation of the signal is similar to a crossover and an amplifier. The crossover part adjusts how much input signal is needed to trigger an output to the brakes (though it's not a hard cut-off like a real crossover), and the amplifier part just sets the gain on the signal to allow you to adjust the amount of braking the trailer does to compensate for different load weights.
The newer controllers automatically adjust the "crossover" leaving you to play just with the gain. The older units (like my Voyager) have a knob for playing with the crossover (which is basically the aggressiveness of the unit). It's not really hard to use the older style units once you get a feeling for what the knobs do.