been researching this swap myself since August.
1999-2007 vehicles from the list below have the exact same steering wheel splines
1999-2003 F-150
Econolines...not sure on the year, but likely to 2006
1999-2007 F-250/350
04-08 F-150
so, after saying all of that, you
CANNOT install a 2008+ style wheel on your 99-07 F-250 using the steering column it came with. Now, for the inventive/resourceful guy/gal...you can throw a 08+ column in there...or you can make an adapter.
or
You can run a 04-08 F-150 wheel. That is my plan. I bought a cheap 04 wheel (pictured above) that I'm going to get recovered in leather. I had a 06 F-150 with the same steering wheel controls as my current F-250 Lariat has. Whenever I get some free time I plan on installing the F-150 wheel for test fit. Then it should be a matter of just figuring out the wiring situation
case in point, here is a pic of my 2006 FX4 F-150 with Luxury package. I think it will go rather nicely with my current Lariat trim...and the future 08+ interior panels swap