I am currently using a CH FighterStick, Pro Throttle and Pro Rudders (USB) setup, I also have a Saitek X36, and between the two I much prefer the CH setup. The thing in the X36’s favor is it’s less than half the price of the CH setup, making it a very nice setup for the money.
I am running XP Pro and both the Saitek and CH sticks (USB versions) work fine with it but you will need to down load the latest version of CH Control Manager.
Prior to my current setup I used a CH F16 FighterStick, Pro Throttle and Rudder Pedals (serial) for over 4 years in daily use before the view hat went bad. I sent is back and they fixed it for free.
The Cougar looks to be a great stick and throttle system, but right now it’s vaporware. If you’re not in a hurry you might want to wait for it, otherwise go with CH.
Note: Most (if not all) serial sticks are not compatible with XP, it has to do with the way XP handles the game port. I have found that my serial sticks will work in XP but you can’t program them. For complete XP compatibility stay with USB.