If you wire the diode directly to the rumbler you will deprive it of voltage and current, making it rumbling considerably less. It would be much better to use the voltage from the rumbler (V+) to feed the base of a NPN transistor through a diode. And use that transistor as a switch to turn the LED on and off as the motor of the rumbler starts running (is fed voltage). This allows you to use the +5V/+3.3V (depending on your controller and your connection point used) to feed the LED, while keeping the rumbler running at full voltage. It is however VITAL to separate the switching transistors base from the base voltage source through a diode or you will have AC current flowing backwards.
I have not done this yet, but will do it once my attention is turned from making my AXBY buttons light up when pressed on a Common Line wired controller.
Edit:
I finally solved this one. On a Common Line controller. I simply put a resistor and the LED connected to +5V from the USB connector, and then put the negative side of the LED on the - pin on the rumble motor connector. Since Common Line sinks the voltage to ground, this means the led lights up when the rumble motor runs.
On a Common Ground, I would do it reverse. Connect resistor and diode negative side to Common Ground, and then the positive side of the diode to the + pin on the rumble motor connector. This way you do not "steal" any current from the rumble motor and still have a good feedback from it.
Update, after giving this some thought, on a common ground controller, like the wireless, I would use a BC 547 or BC 546 transistor. Connect the collector to +5V, the base to the rumble motor positive pin, and then the emitter to the + side of the LED, then the - of the LED to the common ground. That way you guarantee you dont steal much if any current from the rumble motor.
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