I've owned nothing but Thrustmaster sticks, since the F22 came out, years ago.
The cougar is Super tough, it has a two-year warranty and although sometimes, that heavy french accent can be difficult to understand, their techs are responsive and quick to get problems solved.
I've had one switch on my cougar's throttle break, cause I dropped it,(After almost a year and a-half, and thrustmaster sent me another one free of charge. It took about a week or so to get it. I mentioned that another switch felt funny and they sent one of those also. Nice!
Although I love my cougar, it has one minor flaw, which is a small almost unoticable center play. For most people this isn't a problem and many don't even notice it. I did, so my buddy and I upgraded the internal Joystick gimbal to the U2NXT and acquired hall-effect sensors to replace the pots in the Joystick. It can take 3-4 months to get all the parts in from cubby and from Ian in Australia, but we both think it was well worth it. No more center play and No spiking, what-so-ever!
This doesn't mean you have to go out and get the upgrade. Most cougar users run just fine with the standard Cougar. Besides, the ugrade is around $100.00 for the Hall-effect sensors and $450.00 for the gimbal upgrade. Quite expensive, but you will end up with a joystick and throttle that should last you a very long time.
The cougar is constructed of metal, with a few exceptions and is very rugged. Programming is easy if you use the built-in tutorials in Foxy, (the programing software), and it can also be programmed from inside Aces High, (my buddy does it that way - I use Foxy).
The Cougar doesn't, however, come with rudder pedals. Thrustmaster's attempt at building rudder pedals never amounted to much, IMHO, and they've discontinued them. For Rudders, I use the CH PRO USB Rudders. They are excellent and very rugged, especially since they use a lot of plastic. My only complaint would be spiking that can become a problem in later life of the rudders. Mine are a little over a year-and-a-half old and spiking is now becoming a problem. I would love to replace the pots with Hall-Effect sensors, but nobody is offering that option and I haven't had the time to research doing it myself yet.
All-in-all, if you want the best, (IMHO), then go with the Cougar and the CH Pro USB Rudders. If you want to save the bucks and still have an exceptional setup, then go with CH.
Wabb