Direct drive/shifter/handbrake compatibility

What do I need to know about the compatibility with regard to direct drive wheels and handbrakes/shifters and pedals?

There seems to be a lot of options out there and not knowing any better, I’d try to make sure that I get each piece from the same manufacturer but that doesn’t seem like it’s the best option really. Especially because some of the wheels I like, don’t have a shifter that I like.

Do these things play well together or do I need to look for certain things to make sure they play well together?

What are the downfalls of having these things from different manufacturers?