I have a Logitech and Thrustmaster stick. Both work fine, but I prefer the Thrustmaster.

I couldn't tell you what the "best" option is, but I have a Thrustmaster T-Flight HOTAS X, and with a bit of fiddling in the Joy2Key settings, I've managed to get it working great with WC I thru IV (haven't tried V or the Prophecy games yet).

Dig around on these forums and you'll find numerous other threads on this topic, with various suggestions.

i cant seem to get mu 3dpro to work with wc3

I used a 360 controller in my left hand and used my right hand on the keyboard. It took a while, but I eventually got pretty good with it. She may not look like much, but she's got it where it counts, kid. I've made a lot of special modifications myself.

Which Thrustmaster stick?

It's the T.16000

I have thought of buying it. Can you recommend it? Does it work with modern as with older 90's games?

Oh yes, it works great with new and old. DOSBox too and also on a real Windows 98 machine if you want :D

Any Logitech, Thrustmaster and CH Products stick should work.
The games however would only detect the first 2 or 4 buttons, my advice is getting a joystick with a proprietary mapping software to be able to use all buttons so the options are (in order of expense):
Logitech extreme 3D Pro
Thrustmaster T-16000
CH Combatstick
CH Fighterstick

The CH stuff it more expensive (the Combatstick is twice the T-16000 in price in the EU and it's the cheaper one among the CH sticks) but they are more "retro" (apart from being USB they haven't changed much since the 90s, they don't even have the "twist" axis which is more or less standard today) and more solid with big chunky and clicky buttons that can be tortured to death until kingdom come, the others are a bit flimsier (especially the T-16000 is rather unimpressive regarding the buttons).

The main difference between the 3d Pro and the T-16000 is that the latter uses magnetic sensors which are less prone to drops in precision than the usual cheap potentiometers you find in most budget sticks.