Yes, steering wheel is pretty much the only way to play NFS or any of those games.
If you have a G25 why would you even bother not using it with a driving game? Sad story here.. my wife beat NFS Underground before I did, woman was addicted to that game. Bought a wheel just for it.
Actually you just made me want to dig up my wheel up from the basement and set it up again, my 5 yr old would love driving I bet.