Who decided which side of a vehicle the steering wheel should be on?

The steering wheel normally goes on the side of the vehicle closest to the middle of the road.

In Australia, where people drive on the left-hand side of the road, the steering wheels are normally on the right-hand side. In North America, where people drive on the right-hand side of the road, vehicles have the steering wheel on the left.

If you're interested in why different countries drive on different sides of the road, see the Wikipedia article:

http://en.wikipedia.org/wiki/Right-_and_left-hand_traffic