Steering is largely a preference thing. However, you'll find that in classes where lightweight cars play with limited power, a lot of people will remove EVERY ounce of weight they possibly can, that often includes power steering.

Best thing you can do is get started autocrossing. Get involved, figure out what club you want to run with and what class you want to build toward. Meanwhile, you'll start learning valuable driving skills. Come on out in whatever car you happen to have that's drivable!