Force feedback works in linux for most of the wheels available, see libff page. The supported devices list is far from complete, the complete list is in the kernel documentation and kernel sources :-). For example the svn version of native linux game Vdrift (it's better than the name :-)) works with my wheel (WFF GP) with force feedback -- a little hack to the kernel is needed for WFF GP.
The problem is in the Wine, I think. I compiled my own version of wine-0.9.30, with that the LFS successfully detected my wheel as force feedback device. But I simply added some "fake" code, that doesn't do anything, so no forces were generated. There are missing/incomplete implementation of some directx force feedback functions in the wine. On the other hand, the windows version of BZFlag game generates some forces in my linux when it's run by wine.