I purchased a G940 from Amazon and have been using it quite a bit in Black Shark. I love it, but I've never used rudder pedals, force feedback, or anything fancier than an x45 before. It all makes a huge difference. The stick itself is precise and the FF provides wonderful feedback while flying. The trim model in Black Shark makes the FF a real treat. In IL-2 as well, you can really feel the plane biting into the air while maneuvering. Makes it much easier for me (who isn't very good) to fly on the edge. Rudder pedals take some getting used to, but my flying is already more coordinated, as are my heli takeoffs. Rocket runs in Black Shark are accurate! My x45 was horrible for rocket runs.
The G940 is plastic, but it's sturdy and very thick impressive plastic. Well, the long run will tell on the sturdy aspect. However, the stick is currently shaking my desk apart slowly

Flimsy Ikea desks are not good platforms! (Edit) That's a good thing, it's a reflection on how strong the force feedback is, and on how the stick is a lot stronger than a cheap Ikea desk! (/edit)
Downsides: It does occasionally make a clicking/buzzing noise near center, and it does get warm (but not hot) during extended use. Finally, you can notice the force feedback gears, but pretty much only out-of-game. While actually flying I haven't noticed the gears, and the force feedback is just plain useful.
The software does seem to be the weak point - shift buttons, notably, are localized to the device they are physically on. If I have S5 as a shift button on the joystick, it shifts ONLY the buttons on the joystick and not the throttle. This pretty much makes it useless, especially compared to the in-game shift function. However, the in-game configuration will never let you use the modes or other advanced features. Finally, the mini-stick desperately, desperately needs calibration. However, it's hard to find the new software on the website, it may not have been released on Friday, and I've read nightmares from you folks upgrading to 5.07 or whichever it was.
It's worth noting I had no problems installing, setting up, etc, in Vista x64.
So, software aside, I love the G940 system. However, I can't contrast it with the other higher-end HOTAS systems.