Joysticks and other gaming controls is sort of so-so, in part because it's untested. My Microsoft Sidewinder GamePad USB works just fine with my laptop for example, but it's an all-digital device. For joysticks, you have a semi-analog device that needs a method of calibration, but OSX doesn't have a default Gaming Devices control panel like Windows does, so you have to use 3rd party utilities like GamePad Companion to calibrate/configure generic equipment if such activity is required. With these utilities, most gaming input devices work in OSX*.
* This is assuming that your Saitek doesn't need special drivers/applications for Windows. Most joysticks are just abstracted to a set number of axises(axisii?) and buttons via the HID specification, and all of those sticks can be used on a Mac. If the stick requires special drivers or software however(indicating that they're doing something outside of the HID spec), then there's a good chance it won't work. Saitek does a lot of high-end stuff with sticks(such as rotary switches), so I'm not 100% sure what to think