Good for you. No car game should be played without a steering wheel, but be careful, once you have used a steering wheel you cant go without it
Taking Grid in to account and all other racing games the best setup would be Logitech G25. But at a not so nice price.
I have a Logitech Momo racing steering wheel and would recommend it if your budget could strech to about R1000. It's the second best Logitech wheel but what makes it awsome is the steering wheel design. Paddle shifters, plus a sequential shifter and 6 programmable buttons.
The lower priced wheels are ok but they feel very cheap and artificial and not to mention the stupid gamepad buttons they put on it. To appreciate a game like Grid and get a good simulater feel you need a wheel with the squential shifter.
Maybe try and find computer shops that have some of the wheels on display and get a feel for it.