This is slightly (just slightly!) offtopic but has anyone tried PGR4 with a Fanatec wheel? Are wheels supported properly in that game? I tried googling a bit and found one comment saying that the wheel support is basically non-existent and that there's a huge deadzone in the middle but couple of other comments mentioned that PGR4 has proper wheel support. So anyone happen to have first-hand experience? Maybe even compared to Forza wheel support?
You can't actually compare any pre-Forza 3 force feedback effects for driving games on X360 and later.
Majority of pre-Forza 3 driving games were using very basic version of Xinput-FFB profiler where FFB was derived only from rumble effects from controller-API and made to fit the Microsoft FFB wheel (and Logitech FX model of that time).
I played PGR3, PGR4, RacePro, Forza 2 and Forza 3 with that wheel - it was the only proper X360 wheel back then - and it was good as it could be, because there was no better one.
When FM3 released, Microsoft obviously ramped-up the Xinput API, because FFB effects on FM3 were nice step forward from all previous driving games on X360. However, all other "older" games does not use that "newer" FFB/Xinput API, thus you will never achieve strong FFB (as you can on all recent games, such as Forza 4, Horizon, F1 2011/2012..) because those games does not have an API-functionality needed for such.
I do not know which Fanatec model you have (either GT2, CSR or Elite) but there are also some significant differences on way they deliver FFB for X360 games. For instance, due to its very, very heavy central-part, GT2 model has very weak feel of FFB for all those alder games, because actual weight of the wheel *dampens* majority of FFB effects which were much more *noticeable* on extremely light MS FFB wheel.
As Soundscream well said, main thing is to force 270-degree sensitivity through whell-OSD and ramp up FFB and vibration to max. However, do not expect a sensation even close to one delivered by recent games. For all those older games I would always recommend original MS FFB wheel (unfortunately, I sold mine, today I wish I haven't strictly because of that) because its lightness is the key to good feel of FFB (even *lighter* Fanatec models CSR/CSRE are significantly *heavier* than MSFFBW and they also dampen majority of FFB thought their weight-inertia).