Well Yamaha is the officially supported ones, there are some rolands that work with some of the games. Here is a link.
Drum Shop Boy | PS2???????????????????????????
Key:
◎...Officialy supported by Konami
○...Can be used unofficially
？...Unknown
×...Cannot be connected
△...Can be connected, but unsure if it can be used
ヤマハ = Yamaha
ローランド = Roland