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Feedback control is an essential component of many modern technologies and provides a key capability for emergent quantum technologies. We extend existing approaches of direct feedback control in which the controller applies a function directly proportional to the output signal (P feedback), to strategies in which feedback determined by an integrated output signal (I feedback), and to strategies in which feedback consists of a combination of P and I terms. The latter quantum PI feedback constitutes the analog of the widely used proportional-integral feedback of classical control. All of these strategies are experimentally feasible and require no complex state estimation. We apply the resulting formalism to two canonical quantum feedback control problems, namely, generation of an entangled state of two remote qubits, and stabilization of a harmonic oscillator under thermal noise under conditions of arbitrary measurement efficiency. These two problems allow analysis of the relative benefits of P, I, and PI feedback control. We find that for the two-qubit remote entanglement generation the best strategy can be a combined PI strategy when the measurement efficiency is less than one. In contrast, for harmonic state stabilization we find that P feedback shows the best performance when actuation of both position and momentum feedback is possible, while when only actuation of position is available, I feedback consistently shows the best performance, although feedback delay is shown to improve the performance of a P strategy here.