There are not that many options for wheels and game support for the features can be hit or miss..
Best plan is to work out which game you initially want to spend time on and then select one of the supported wheels.
Overall the broadest support is for Logitech wheels because they are the volume seller. I have a G27, but I think the Driving Force GT is the best bang for buck.
There are a lot more mounting options.. The Wheel Stand Pro is heavy (read stable) and really well made if you are just using a normal office chair or couch.
Lots of evals and discussion on this site;
http://www.insidesimracing.tv/