Moving the steering wheel is not the correct way to do it as it moves the rack off centre and it affects your toe out on turns. (Have you ever heard a car go around a tight corner slowly but the tyres were squealing?) If your steering wheel is crooked after a wheel alignment, the rack is not centralized. The correct way to do it is to set the wheel to the straight ahead position and adjust the tie rods until the wheels are straight.
On most cars, to get the wheel straight and the front wheels pointing straight ahead, you need what is called a compensated (or thrust) wheel alignment, this adjusts the steering perpendicular to the thrust line of the diff.
On vehicles with rear toe adjustment a full four wheel alignment is necessary.