I must admit I use the controller a lot, I've got the logitech, but I used the dual shock so long before I got the wheel it has become second nature.
Its bizarre in fact that its quicker with the controller! The wheel just seems so slow in comparison - maybe its something to do with my rather ragged arse-out racing style - lots of small corrections on the limit. Smooth technique is probably better with the wheel.
That's interesting - I've been using a wheel with the PSX and now PS2 since '97, and I've always been quicker with the wheel - guess I can't get any correlation between the hand controller and driving - plus I'm a complete spaz with those little joysticks - as currently evidenced by my erratic driving in GTA3...