My current car came with a heated steering wheel as a part of a package (heated rear seats etc) - so I got it by default since I wanted the rest of the package.    Previously, I never would have thought of wanting a heated steering wheel.     Now, having used it for a few years, I will always want one in any future car.    

To explain - it's kind of like heated bathroom or basement floors.    It sounds like a silly luxury but once you actually install them and walk on them, you'll think they're the greatest thing.