NFS Pro Street is pretty wicked, I like it way more than GTR2 because you can actually customize. I hate preset cars. I have been looking for a PC equivalent of Gran Turismo as well but cant find one. However the G25 works with all games that support an analog wheel for PC, PS2 and PS3. No idea about GT5, but GT4 is pretty insane, just you cant use the H pattern. Test Drive unlimited is pretty good as well but again there's that lack of customization (you can upgrade performance but thats about it). Personalization is where it's at now, and for me if you cant personalize and THEN tune, then I dont really want to play it, ProStreet is pretty good in that regard but it lacks the personalization that you can get with Underground. No neon, no different headlights. You're limited to 4 body kits (some have 5, some have 2, some, like the veyron, dont have any), and Staged performance rather than brand-name parts. Juiced 2 WOULD be good if I could figure out how to get the wheel on it, but its very arcadey.

ProStreet, plug your wheel in, install your drivers (if you havent already), and everything is pre-set, though you can change it if you want. Set the assistance to King (no assistance) and all the transmission to 'manual clutch'.

Carbon, Plug your wheel in, configure, but your keyboard will be stuck at default controls and if you remove the wheel to play (even BEFORE running the game) it will block out any changes you want to make, leaving everything blank.

Most Wanted plug your wheel in, but set the shifter to sequential or use the paddles, it's not H-pattern capable

Underground 2: very... washed out force feedback. Not worth the money for the G25 honestly on this game.

GTR2: best to showcase the capabilities of the G25, but the graphics are outdated (lacks shadows inside the car), and theres virtually no FFB unless you're on the dirt. Last time I checked, on a gravel road it takes less time for a normal car to stop than it does in GTR2, and normal cars dont bounce everywhere on gravel. Plus I dont know about you, but I have driven my car at 190+kph, GTR2 feels nothing like it even when the car tops out. Honestly I'm sick of people saying GTR2 is the best sim, I understand downforce is crazy but come on, the amount of understeer the cars have is rediculous, racing tires should out-perform normal tires. Physics needs major improvement IMO. If you think otherwise, drive a real car down a track at top speed, even the veyron wont be as friendly as GTR2 is and I shut off all the assists.

R-factor: comes with the wheel, not worth installing... you get 2 cars, and its essentially a demo. Just... really... really... bad...

Test Drive Unlimited: Plug in and go, H-shifter capable, but cars without a stick shift (some ferrari's for example) wont use it, you have to use the paddle. Most realistic for driving if you unlock hardcore mode, incredibly fun! Good graphics, good physics, FFB works, I'd say at the moment, TDU is the BEST game for the G25. You can even stall the car, but lacks customization. Still fun though.

EDIT: forgot to mention, Gran Turismo 4 provides a very white knuckle experience with the G25, insane speeds with my 1200HP Cerebra Speed-12 you will find yourself holding the wheel with both hands to keep control, wickedly fun, cant wait to get a PS3 and GT5.