For the rally games i always prefered Rally Championship 2000. It's quite old now but with its really long routes (i think they are in fact authentic rally routes from year 1999 or 2000) makes it the most authentic of them all. I mean, some routes can take 20 minutes of racing to complete which requires quite serious concentration and almost zero error tolerance if you want great times.
Only downside is that the game is a bit glitchy on modern systems but still great non the less.
The other rally game that i liked was Rally Sport Challenge. It's more to the Colin McRae Rally series, but the car feel is just superb. Well, at least with keyboard that is.
And if you want the proper rally simulation, try RBR or Richard Burns Rally. It's a great tribute to this legendary rally driver. Good graphics and very realistic car handling.
Oh, there is one more game. Not a rally one but worthy of the wheel driving. NFS Porsche 2000.
Looks a bit washed out on modern systems due to some glitch, but the car handling is the same and it's superb to drive. Tracks are also very fun with many shortcuts and elevation changes. Especially fun is the Factory Driver mode where you have to make various driving tricks on a Porsche factory test track. Which is quite challenging for a steering wheel control.
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