Good ol' faithful Logitech Extreme 3D Pro works wonders on old games. Stick twist, throttle, and a boatload of buttons.

For the most part you'll have no compatibility issues with any stick, as long as it is recognized by your operating system.

However, all the WC titles have a not-so-great default button scheme, and very poor customization options, so whatever you choose, i strongly suggest to get some mapping utility such as JoyToKey (fully functional even in the free version)

Personally i have a Saitek x52 Pro, which comes with a nice software already and it works great... granted, is not the cheapest one, so you might have a look also at some cheaper but good ones like the Logitech Extreme already suggested

I am still using my trusty Microsoft Sidewinder Precision Pro. It was released in 1995 and thats when I bought it. It was still equipped with a gameport connector, but also came with a gameport-to-USB adapter and it worked on every Windows I´ve ever used, including Windows 7 64bit.

This is the most durable hardware I´ve ever had, that thing just refuses to die! (Despide some HEAVY abuse.)

You can usually still find some used Sidewinders on eBay or Amazon and usually they are pretty cheap, so you might want to give it a try.