As the steering wheel is your primary source of directional control, I suggest you either find a mate who knows, or get someone else to do it.
If you do it wrong, it will be bad. Very. Bad.
Buy something good. Buy a known brand. A lot of the cheapies I've seen can ( and have) bent out of shape in moments of minor peril. In a moment of major peril, you don't want the thing you should be holding onto to giveaway, deform and possibly inflict further injury on you.
Once you have a decent wheel, you just take it from car to car. I have a saas that I bought twenty years ago for about $200 and is still going strong. I also have a leather Sparco wheel that I've used I the last two gravel cars that I hope will last twenty years as well, as it was about $500.
A steering wheel is the thing that directly connects you to your motoring destiny. Buy a decent one.