Modding is quite is easy if you don't mind tinkering with your wheel (for PS3 compatibility anyway), eg.
Fanatec (Hwang's) or soldering direct to the wheel's paddles (Logitech) etc.
I have a Sega Initial D arcade shifter which I can use on either the PC or the PS3. It's basically 3 wires, similarly to a Frex Shift+.
For PC, the Sega shifter is currently connected to the PC courtesy of a DSD Track Boss button box (yes, you'd void any warranty). You can also connect via an old game pad or any HID USB board.
On the PS3, I have a DFGT and the shifter is wired directly to the wheel's shifter.
I also have a Frex Shift+ wired the same way. See photo attached for illustration of the PC connection.
On the PS3, I have a similar female connector as in the photo but connected directly to the DFGT wheel.
I used to prefer the Sega shifter over the Frex, but now I prefer the Frex over the Sega. *shrug*