Sourcing the correct steering wheel
In an older vehicle you can swap out your existing steering wheel to one that has the heating element in it.
Older wheels can be quickly identified by the stitching lines at the 10 and 2 positions. As well the scroll wheels are made of plastic and rubber.
Older wheel with no heater and plastic/rubber scroll wheels.
The newer wheel can typically be identified by a lack of stitching at the 10 and 2 positions as well as metal scroll wheels. (Though not always. There are some revisions of the newer wheel that doesn't have the heating element/temperature sensors)
Newer wheel with the heater/temperature sensor.
The specific part number that has been found to work is: 1490214-00-B. Newer part revisions may also work.
You can purchase the part directly from Tesla, but there are a number of other sources (like ebay or salvage companies) where you might be able to find the part cheaper.
If purchasing from another source be sure to double check to ensure that you are getting a steering wheel that will support heat. An easy way is by the part number, but another way is to check for a blue connector in the lower section of the wheel.
This connector is where the heating control board plugs in. So if the steering wheel you purchase has this there is a high likelihood that things will work.
There are some aftermarket yokes and steering wheels that also have heaters in them. Some of these will work, but specific wiring and connection details would have to be checked before installing.