I Started outwith a Driving Force Pro,(a great starter wheel BUT are starting to become old), then DFGT(bought for £75 new and sold for £95 due to GT5 making the prices go silly) , current wheel is a G27.(luv it , even with £199 price tag)
My mate started out by getting a Logitech Formula Force GP for about a tenner on flea bay, and that then gave him the sim bug so he then moved up in the world to a Fanatec 911 wheel.