I currently have a DFP, and from what reviewers have been saying the main difference between the DFP and the DFGT is that the DFGT uses optical sensing where as the DFP does not. This makes the DFGT slightly more acurate, and the "dead zone" that you get on the DFP AND G25 are pretty much non-existant on the DFGT.
The DFP works a dream on GT5: Prologue, it is also an officially supported wheel of GT5: Prologue (unlike the G25, which works flawlessly, but is not "officially" supported).
The DFP is not the only wheel that you can use on a PS2 and a PS3, im pretty sure most (if not all) PS2 wheels that use USB will work on PS3, however I would personally buy a DFP, DFGT or G25 depending on how much I have to spend.
They are quality wheels, and will not fail you. Even if they do fail, they all come with a 2 year warranty as standard.