I've got the Saitek set on a mac, and i'm happy with it. It works out of the box with FG and there's profiles for both yoke and pedals, but the yoke does have some shortcomings - the main one being the dead zones are rather large by default and the default setup is over sensitive round the centre. Pretty much all the 'out of the box' shortcomings can be worked around or resolved in software: To minimise the dead zones you need access to a Windows PC with the latest driver installed to set them to minimum (which is then stored by the yoke firmware so you can move it to another (non-windows) system if needed), and the over sensitivity near the centre can be resolved with some nasal to make the response non-linear - I made a .xml that does this. (see threads here
https://forum.flightgear.org/viewtopic.php?f=24&t=12363&start=75 and here
https://forum.flightgear.org/viewtopic.php?f=24&t=38972).
The pedals are fine. again I found them a bit over sensitive round the centre by default, but resolved this with a custom xml with some nasal that makes the response non-linear (similar to what I did with the yoke).
Considering the next cheapest option is the Honeycomb Alpha yoke - i've never used this, but the general consensus it is better, but it's a lot more expensive and doesn't come with a throttle quadrant whereas the Saitek does, In my opinion the Saitek is fine.
Tom