There are lots of emulators that support rumble... but to the best of my knowledge I've never gotten it to work before.
I -JUST- found out that there's software for Logitech gamepads (profile manager), but when I did the calibration, each button did a different rumble level/type (some were shake, some were hum, others were almost wave like) so maybe I just needed the software... I'll test it again and respond.
Rumble works, even with the profile app closed.
Not sure if it worked before (I tested with Ocarina of Time on Project64), but it works fine now... Rumble seems to be a little early, but I think that can be fixed with some settings tweaks.