Wilbus,
Looks like you made your decision

With my Cougar, I have always had the deadbands off. In the default setup (Cougar Control Pannel) it puts a little dead band, so you may want to look for this and set it to zero.
My CH pedals have to be about 8 years old. The were spikey as heck many years ago, but when run through the Cougar, they do not spike at all. I do have to use deadband for these and some dampening works for me.
On Cougar World, there are instructions by Cub Pilot for making your USB pedals plug into the cougar. If you run them through the Cougar, you can do some neat things with them. I can change my stick scaling with a flip of a switch and this includes the rudder. I have a dogfight mode that will reduce the sensitivity of the stick and rudder that gives better accuracy in aiming for the shot.
The Cougar has a long reach for normal hands. I makes a difference how high your stick sits on the table. If you set your stick lower (like it is in an F16), the top buttons are easier to reach. I just use the lower hat switch for views, and the upper buttions are for things less frequently used.
If your interested, I have my AH file here:
http://webpages.charter.net/davegun/Cougar.htm Feel free to use it, or get some ideas on the things you can do with the Cougar. It is an older version, I just haven't got around to uploading my current setup. I have made several tweeks and additions to it. If your interested, let me know, I will update the file. (edit - file updated)
I hope you enjoy your new Couar! There isn't anything like the feel of the cold steel except maybe a real wepon

Gunner