[sclitheroe]

I think anything that "looks" like a joystick and connects via USB will offer at least basic functionality. For example, I have a USB device that is like a USB RC airplane radio transmitter (for RealFlight, for those who are curious) that, plugged into a Mac, just looks like a joystick with 5 different axes plus several buttons. I can use this just fine in X-Plane (Mac flight sim) once I remap the axes to the correct control surfaces.

If the wheel has more advanced functionality, like force feedback, you'll almost certainly need to find one that supports Macs specifically, and probably also games that support that specific wheel.

Edit: Also, USB Overdrive can be a powerful tool for getting generic joysticks and other USB input devices working, and all inputs mapped to the correct functions.