They work with any game that supports a normal USB joystick by using the Teensy 3 in joystick mode.
|6 Speed Gear Stick|
The Teensy 3 is very good for this project as it takes care of all the USB communication and provides a simple API to send the data.
The devices I built do have a number of short-comings: the peddles pivot on the potentiometers which are weak, the gear stick is sometimes unreliable at shifting if it doesn't make contact.
The upside is that it only cost the price of the Teensy (£21) and three potentiometers (£1.50). Rather than £150 for a commercial set.
If making your own set, when programming the micro-controller, you can compensate for some of the unreliability of the hardware in software. The pedals gave a much smoother response when I added took a five point moving average of the samples. The gear stick is de-bounced in software using the Arduino Bounce library.