The way joysticks are implemented in pyglet, the event system handles updating the button/axis values. For that reason you won't get any values if you tried testing it in an interactive Python shell, for example.
First of all, could you try the joystick test app? It can be found in the Bitbucket source, in the examples folder I think. It's named joystick.py.
If that doesn't work, could you give some additional details on your environment? OS, pyglet version, Python version, etc.
-Ben