GT5p, ferrari challenge, shift, or F1CE. Ferrari challenge has by far the best FF of all the games on the PS3. It also has probably the best physics on the PS3, but it's graphics are a bit lacking, but if you want to see what a good FF wheel is like, it's really your only choice on the PS3. I almost forgot Dirt 2 is pretty good too, and also has good FF.
edit: another really good game to try the wheel out on is Nascar. The Nascar games benefit from using a wheel more then any other racing games. Because the cars are so close together at such high speeds you just can't race as good with a wheel as you can with a wheel. I have always played nascar games and could never compete on the hardest levels without assists turned on. I would always end up crashed at some point in the race because I hit someone in the side trying to go 3 wide in turns. With a wheel I can race 30 or 40 lap races and usually finnish the race with my car still intact.
I know alot of people don't like nascar games, but they really show off how precise a wheel makes you.