The best steering wheels I've had were a leather one on a 2007 40th Anniversary Ford Falcon GT which was thick & leather.
Then a 1998 Momo wheel on a Fairlane by Tickford that was a combination leather & wood.
But as far as Hyundais go, my daughter's 2006 MC Accent had a leather steering wheel that was streets ahead of anything I've seen on factory i30s, although I did replace my standard SLX wheel for a better quality leather wheel on my last (FD) i30.
I've left the Active i30 wheel as is although I do really like a quality leather steering wheel.