You can load helpers using
$this->helpers[] = 'MyHelper';
as Rob mentioned above, but this won't work for controllers because they have their initialize and startup methods that need to be called in order for them to work.
I've come across a bit of code on the web for loading components inside of a controller action: ComponentLoaderComponent
Yes, it is a component but it isn't very big so it shouldn't be a problem to include it in your controllers.
Either that or you can just study it to see how the component loading works and then write your own controller action to do the same.