Mostly Harmless
I've tried using a Classic Controller Pro on Kirby Air Ride and Pokemon Colosseum with no problems. However, there is one anomaly I came across...
The GameCube's Game Boy Player attachment won't accept input from the Linker. To be more specific, the emulation of the Game Boy game won't read its input: before it loads, the system asks if I want to use 60Hz mode which I can select just fine. I can't tell if this is a problem with the Linker itself not being a perfect emulator of the GameCube controller or if the GameCube itself parses GameCube game inputs differently to Game Boy Player inputs. Either way, it's a small annoyance.
For all other intents and purposes, though, the Classic Linker Plus is a useful peripheral. The price is pretty decent too, even if it's for a functionality that should have been standard on the Wii console. >_>