@2 is correct. Look up SDL2, though, not sure if it changed between versions.

Pygame's controller support doesn't give you rumble support though. I do not really like pyglet all that much.

HEY, just in case you are still interested, I added joystick support for pygame aplications on the past.
Basically, you initialize an instance of pygame.joystick.joystick(id), and check the state of a button by myjoystick.get_button(buttonId). for axes, you get the current value with: myjoystick.get_axis(axisId). In this case, it returns a value from -1.0 to 1.0 representing the current state.
of course, checking input this way is not optimal at all, so soon or later you'll need to write your own snipets. My aproach is a getState function that returns a state object with all current controller values for buttons and axes, so I can compare it with a previous joystick state.
I can share some code if someone is interested, but it's not hard to write your own wrapper.
Finally, there should be a lot of other options out there, but hopefully it could help you, at least for experimenting purposes.
Happy codinn.
Edit: I forgot to mention that you can listen for events such as pygame.JOYBUTTONDOWN or pygame.JOYBUTTONUP, etc. Event.button represents the button that has been pressed or released, I think. I am writing this topic from my phone, cannot test code or consult the documentation, but this is the main concept.
I didn't use this last aproach because writing my own button_pressed funtion seemed easier checking and comparing an object representing the joystick state than dealing with different event types, JOYBUTTONDOWN, JOYAXISMOTION, etc.

Well maybe digging into SDL2 can fix that, I don't know. I do know that if I play a game with a controller, and it doesn't have rumble support, I'd just as soon switch back to keyboard unless there's a really good reason knot to.

@10
Wow, OK, that's pretty cool.

Does that mean force feedback works from Python, it's just not supported natively by either Pyglet or Pygame?

Agreed with 12. Use PySDL2. (Note: I've had trouble using PySDL2 on Windows. In particular, I had to modify the source code to get it to find sdl2.dll... Its search path is kinda weird, though I don't remember it off the top of my head.)
@11
Its unlikely that Pygame/Piglet, if they do use SDL2 underneath, couldn't add force-feedback (or any other SDL2-based API that isn't obsoleted by something Python provides in its stdlib). Its more likely that they just don't want to. Assuming, mind, that both are powered by SDL2.

@13
No worries mate, you just pip install pysdl2-dll and all is fixed. Got it working beautifully. Thanks all for your help and suggestions.