Seriously, how many wheels out there are more than £500 anyway? ;)
If you've got that much to spend on a wheel fantastic wheel, then your two main choices are the Fanatec GT2 Clubsport pack or the new Thurstmaster T500R wheel (which doesn't have a shifter yet... (but has a clutch pedal).
From what I've heard, the T500 is a better wheel, but more expensive, quite large/heavy, and doesn't have X360 support (compared to the GT2). It also doesn't support older PS3 games, but works fine with GT5 and PC games.
I've heard more than a few problems regarding Fanatec wheel reliability as well, though. While they are helpful in providing support, they can take a while due to it being a much smaller company than Logitech.
I have the G25, and am waiting for the next batch of wheels before I seriously think about upgrading. I hope your not getting a new wheel just for TDU2 though - you'll want a few properly good racing titles (with sim-ish physics) to fully enjoy it.