+1 for the Xbox/PS3 controller, it's not quite as immersive as a steering while (i.e. G27), but is definitely more immersive than the keyboard. With a controller, you can adjust how much throttle and brakes are applied to the truck, and can turn the camera while driving without difficulty, and in a recent update, SCS made it so that you can use the controller to navigate menus (taking a new cargo, or managing your company, for example). I find it is also more immersive due to how easy it is to use a sequential gear box with the controller over the keyboard. If you have the money though, I say go all the way for a G27, I have used one for this game and it blew me away, it transformed the game.
TL;DR
Keyboard < Controller < Steering Wheel