Now all I need is some USB rudder pedals.
Actually, since you have both the Cougar and Warthog you have the best of all possible combinations as far as TARGET is concerned.
You can leave your Cougar plugged in for the specialized throttle and rudder control, and still use your Warthog. For older games that recognize one controller (e.g. Longbow), TARGET will merge them all into a single virtual controller and you can choose to program any and all buttons. You can even include the MFDs in this mix.
EDIT: My "pie in the sky" setup would be the Warthog (center mounted stick), along with a FSSB modded Cougar (right mounted stick) and gameport rudder pedals. And of course the MFDs.