I use the Logitech MOMO, but I have tried the Logitech Driving Force both on the Playstation and my pc, and it is a good wheel (you need to download some drivers from Logitech for it to work properly on a pc):
If you want the best you have to get the Logitech G25, though, but its a bit expensive.

(there are even better wheels, but then we are talking 1000$ and up :rotfl