If you're getting component cables for connecting to an HDTV, you might want to steer clear of games that do not offer 480p output. Of the games mentioned in this thread, the only one I noticed that does not do 480p output is Tales of Symphonia.
In addition a reviewer claimed that it works with The Simpsons: Hit & Run. The EA website says it works with NFS: U2. I'm very curious about NFS: Most Wanted.
I got my wheel, without pedals, around April 1, from http://www.dealsurprise.com/ince2so474013.html for $15.95 plus shipping (not as...