Well, Tyrone and I finally got our steering wheels put on. He had an r33 skyline wheel and I had a 180sx TypeX wheel also used on the newer r33's and s14's. Installation was not too difficult, but not exactly a plug and play affair.
You need to have a safety starkey, avaliable at usually any local parts store (or else dont even think about taking the airbag off, its almost impossible)
You have to use the original airbag harness (and rotating contact) on the 240sx and take the little computer module out of the JDM steering wheels.
I was going to use the 180sx rotating contact (so the horns/airbags work). but the harnesses were different, and the ribbon cable inside broke. so I modified a 1995 240sx rotating contact to fit. your stock one might fit the 180sx steering wheel with some modifications. I'll explain this later, as install is technically not complete yet.
Nismo270r got the cruise control to work by attaching the switch on the bottom of the wheel, but Tyrone and I decided not to (looks tacky and we never use it).
I'd like to thank Omar (Kid Zelda) for getting me my wheel. I have been looking for one for a while and he was able to get one for me <img src="http://www.zilvia.net/f/iB_html/non-cgi/emoticons/smile.gif" border="0" valign="absmiddle" alt='

'> I like this wheel much better. the steering wheel grip is a bit wider and the steering wheel is nicely wrapped in leather. <img src="http://www.zilvia.net/f/iB_html/non-cgi/emoticons/lookaround.gif" border="0" valign="absmiddle" alt=':look:'>
Anyways here's some pictures of my wheel, and one pic of Tyrone's.

Tyrone's: