Round is easier to grip for smaller/average hands, but oval grips usually have better carvings for thumb rests because there is more meat in the wheel to carve. If you have large hands, the oval grips are probably best.
When it comes to real street cars, I've found my 2018 Ford Focus ST to have the absolute most comfortable grips. If you can find one (2013-2018 model), try it out.
For sim racing I like either round or oval. I use a Momo wheel from the 1980's on my rig with a round rim.
For a real car I like the ovaloid with nice grip areas as Emery mentioned. My current car is a 2017 Golf R and the shape of the wheel has me spoiled.