I've got the Logitech Momo one, and with Live for Speed, wheels are a b*tch to set-up. So far, I haven't been able to get it working, even with advice from the other players online.
Anyway, the Momo wheel is great; cost me $179 new at Harvey Norman. Tactile buttons, comfortable wheel, great pedals -- and the base is quite huge, with an anti-slip plate underneath, to stop it from sliding.