I am using a Cougar setup right now with CH Pro Pedals and am very happy with it. I think the Cougar is about $260 (give or take). Some people have mentioned problems with it, but I haven't had any, nor have those in my squad who use it (I think there are 3 others). I can't see myself needing another setup for quite some time.
There are many people who use CH stuff and are very happy with it as well. I can't comment on the stick or throttle, but the pedals are good.
As far as Saitek stuff goes, my only experience was with the X36. I had nothing but problems with it, and eventually chucked it into the trash. The X45 is the current set. I haven't tried one aside from a bit on a friends computer, so I can't give too much of a review on it. It is much less expensive than the others and has a "rocker" switch thing on the throttle that can be used as rudders. I didn't get one because of my problems with the X36 and I didn't like how loose the stick felt. That is just personal taste though.
Anyways, I don't think you can go wrong with any of the setups, though some offer a few more options than others, while some are much more expensive than others. Good luck and I hope you are happy with your choice!