Getting the steering wheel straight is very basic when performing an alignment. The tech has a spring loaded tool to lock the wheel in the preferred position and then does all his adjustments. Rather than spend more money at another facility, I'd take it back one more time and get permission to watch the tech do the alignment with special attention to what he does to the steering wheel. If he doesn't lock it down in the straight ahead position get the manager! You can't just turn it to the position you want, not lock it down and get it right.

If the steering wheel is off center because the car pulls to one side or the other then switch the left and right front tires to see if it pulls to the other side. If it isn't a tire pull then it's the fact that the tech has the toe angle wrong per the first part of this note.

99.9% of the time it is one of these two cases and a good shop should easily diagnose it!!