For an affordable, entry level single-unit controller, get the Thrustmaster T.16000m. It has the same sensors as the Thrustmaster HOTAS Warthog, and although it isn't nearly as sturdy mechanically, it will do the job. Has throttle and twist handle axis.
For something a bit more involved, the HOTAS version of the T.16000m comes with a throttle, and can be expanded with Thrustmaster's rudder pedals - although they are not the best of pedals, having quite a narrow base.
This would be perfectly sufficient for most space sims there are, including FS2 and Elite:Dangerous. However, with older games like FS2, you need to ensure that your controller setup is handled as one logical controller, because the game can only handle one controller at a time.
For flight sims, you would ideally want to have a passable set of rudder pedals with nice wide base for comfortable use, some kind of throttle, and a decent joystick. Personally, I use Saitek's Combat Rudder Pedals (which are not the best, but good enough for me), old Saitek X52 throttle (with stick disconnected), and CH Fighterstick USB joystick. Almost any combination works with almost any semi-modern flight sim, but this particular configuration does not work in FS2 because it's seen as three separate controllers, though, so just keep that in mind.
If I had all CH gear (CH pedals, CH throttle, and CH joystick) I could combine them into one controller with the CH Control Manager. But I don't really like the style of CH's pedals or throttle...
The *ideal* setup for me would be something like Thrustmaster HOTAS Warthog joystick + throttle, and SLAW Device pedals (either the Bf 109 or F-16 version)... but that all gets seriously expensive.