Kinda up to you, to be honest.
I've thought about getting an eggbox and Forza... but I haven't thus far.
If you've never used a wheel before, just a quick word of warning. It takes time, patience and practice. And you won't be "faster" than you were before, you'll be slower. Infact, you may never go quicker, even with the wheel. But it makes GT5 x10 more enjoyable and immersive.