The FX is nice, and relatively cheap.
The force feedback on it isn't as good as the higher end Logitech ones though.
The Driving Force Pro is the next step up, and well worth the money, if you can swing it.
It has 900 degree steering, which allows you to set the amount of steering you want in Windows.
I keep mine set to 360.
That gives you 180 degrees in each direction, which keeps you from hitting the artificial end of travel.
The force feedback on the Driving Force Pro is alot stronger, and feels more real than the FX.
The next step up is the G25.
This one is absolutely awesome, compared to the other two, and again is well worth the money, if you've got it.
The feedback is even better then the DFP.
The wheel is metal, with leather wrapping, and is an inch larger than the DFP.
It has a 6-speed shifter that is separate from the wheel, and has a clutch pedal that the other wheels don't.
With the exception of some of the ultra-high end racing simulators, the G25 is the top of the line.
There are pedal kits out there that use load sensors, to gauge how hard you are pressing the pedal, rather than how far you are pressing it.
Those provide a much more real feel, but are running hundreds for just the pedals.