Some people like to hold their game controllers differently and all this boils down to personal preference. It seems that Microsoft has thought of that too which might explain a patent the company filed for back in 2009 that suggested that they were looking at pressure-sensitive gaming controllers. What this basically does is that the controller will be able to recognize the player depending on the pressure-sensitivity that is being exerted onto the controller while they're playing it. Admittedly not the most unique identifier compared to fingerprints, but it's still a pretty interesting idea anyway.
Ubergizmo, Microsoft patent points at pressure-sensitive gaming controllers