Yes, I have Clubsports and they vibrate... 👍 You can adjust when the pedal starts to vibrate from the pedal itself.
I haven't tried a G25/G27 but the Fanatec is super easy to setup. It was pretty much plug and play. Best part about their GT3 RS V2 wheel is that you can make adjustments mid-race (force feedback, deadzone, ect...)
EDIT: Adjusting the brake vibration is easy too. Just turn a little knob located by the brake pedal.