My Preferred Wheel:
the Logitech Wingman Formula Force

Personally, I find the gearing in all of the gear-driven wheels to be too high. This high gearing allows the wheel to generate lots of force, but it damps out the small details that are evident with the best force feedback wheels, and it's these small details that make driving GPL with force feedback to be such a joy.
 
I strongly prefer the legendary, lamented steel-cable-driven Logitech Wingman Formula Force wheel ($80-100 on eBay). It's the one with the red rim (not yellow, and not the gear-driven Formula Force GP). Known fondly as "Old Red", the best were the later ones, made in China; these generate more force than the earlier Made in Taiwan version.
 
I've upgraded my Old Red with ball bearings from Jens Schumacher. Although the ball bearing conversion is not cheap, and requires a fair amount of effort, it's worth it. A ball bearing equipped Old Red provides amazingly detailed and realistic-feeling forces in GPL.
 
After the Old Red was discontinued, Logitech built its first gear-driven FF wheel, called the Logitech Wingman Formula Force GP. This model was cheaper than the original Wingman Formula Force model, but it requires a USB port, while the original Old Red will work with either a USB or serial port. Unfortunately it suffers from all the gear-driven ills that I didn't like in the Microsoft wheel.
 
I feel the older, non-GP, steel-cable-driven Old Red is much nicer than any of the gear-driven Logitechs, so if you can still find one (try eBay), grab it.

See my other comments about Force Feedback wheels in the Survival Guide and on my Force Feedback page. Get more information about Logitech wheels on my Logitech page.