USB sticks work on the PS2 IF a game is programmed for it.
The Hori Flight Stick 2 (USB) is a PS2 version of a PC flightstick made specifically for the Ace Combat games released on the PS2. It works with all of them with an exception – no vibration feedback on Ace Combat 4 and a few of the buttons are flipped on Ace 4, too. It does NOT, however, support other flight sim games on PS2… It doesn’t work with the Lethal Skies series among others.
The Flight Stick 2 also only works on Backwards Compatible PS3’s with the the three PS2 Ace games, too… No word if the upcoming Ace Combat game (TBA, although GameStop computers weren’t updated as of this Saturday to my knowledge) will support the Flight Stick 2 or if (more likely) Hori will release a Flight Stick 3 for the upcoming PS3 game. The FS2 stick sure didn’t work with the two HAWX games or Il-2 on PS3. The 360 already has a Hori Flight Stick modelled after the FS2 that will almost certainly work with the 360 version of the upcoming Ace game, too.