Whats this bit called?.

[gazm3]

Steering wheel housing

And does anyone know about different sizes?.

Cheers Gareth.

[ZS]

Think they call it a "boss".

[tourer-dan]

That is the top end of a steering shaft. The one displayed has a separate spline and taper, and only steering wheels made specifically for this car will fit.
To fit an aftermarket wheel:
1st choose the wheel, than purchase an aftermarket boss which is specific to the car. The boss basically makes the steering shaft have a universal fitment, but only usually for a specific steering wheel manufacturer.

I hope that answers your question.

Now take your nasty Volkswagen away.

[Karan]

inner steering column.....

[craigieeb]

the shiney metal thing that holds the steering wheel on........

[gazm3]

Thanks guys.