Just to add to all the other threads two things I think are a 'must' are separate throttle and good rudder control.I started with a MSFF Sidewinder and hated the twist stick rudder control and the imprecise throttle control; the FF really is a bit of 'hand candy' as Ben says.
I currently use a Saitek X36 (now 45) combo, stick and separate throttle, rudder control is via a rocker type lever on the throttle and is very effective. The stick, like most HOTAS sticks, has plenty of programmable buttons to assign to different functions.
The downside is their programming software leaves a lot to be desired and can be a real pain in anything more modern than Win98, the upside is cost is reasonable.
The new Thrustmaster Cougar is getting good reviews from those who prefer sticks to yokes although it is expensive.
Stick with USB, not only are they easier to set up you can also add more controls, such as rudder pedals, later if you feel the need.
Best of luck in your selection.
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