When you get an alignment, do they align the steering wheel so it is centered and then adjust the toe, camber, etc...

or is the steering wheel centered some other way?

 

When they drive your car up on the alignment rack, they SHOULD straighten the wheel as best as possible. Then, they put this bracket type thing that rests between the steering wheel and the seat to help hold the wheel straight. Then they do all of the adjustments to the alignment (toe, camber, caster, etc).

As long as they keep the alignment settings on each side of the suspension exactly the same, and the wheel does not slip or accidentally turn while they are doing the adjustments, it should stay straight.

However, everytime I get an alignment, the wheel always seems to be turned just slightly to one side or the other.

 

When you get an alignment done they will straighten out the steering for you. If it is not straight take it back to them and they will correct it for you. On alot of cars the caster is not adjustable, the toe and camber is though.