I've played GT3 with my new Datel Wheel Controller, and have pretty much come to the conclusion that it's an almost-complete waste of money. Allow me to elaborate:
As far as GT3 is concerned, it's useless. The wheel part has this dead space in the middle of its turning range, so that you have to turn it a couple of inches to the left before it starts turning left, then back to center and a couple of inches right before it starts turning right. It means that to make a rapid minor steering correction, you have to whip the wheel almost 4 inches, and stop exactly right, or you've oversteered too far in the other direction.
The whole reason I got it was to have more control over the cars, and I end up having less. Bad deal.
You can flip a switch and use the joystick, but even that isn't as sensitive as the controller that came with the PS2. So far, the only use I've found for it that works nicely is playing 2-player games with Son. And that's because the only 2-player game we have (apart from GT3 in arcade mode, I suppose) is Namco Museum, which is just retro twitch arcade games anyway.
So I'll keep it around for that, but for driving games, please take my advice and keep looking.