Ditto here. I think I posted on here before (or was it corral.net? Ages ago, I don't recall...) about how I was having a hard time finding a slip-on steering wheel cover that actually FITS an '87-'89 Fox wheel because the wheel is about 1" too small in diameter to allow for a snug enough fit to keep the thing from spinning around uselessly in your grasp. The only haphazard solution I came up with was to take a few 1" lengths of 1" diameter radiator hose, split them in half lengthwise, and use them sort of as shims between the steering wheel cover and the wheel, itself. Being that you have a '91 model, though, you likely don't have that problem, since you've got the big ol' Crown Vic style airbag-equipped 14" wheel.
So, as far as slip-on covers go, the two best I've found are the plain fabric (nylon) covers you'll find in Wal-Mart (if you're lucky enough to find the smaller size, the more common 14"-15" one is way too huge for me, but would fit yours just fine), and then there's the genuine leather slip-on that you'll find there or at any Autozone, Checker Auto, Advance Auto, etc. in America.
The sew-on type leather covers LOOK nicer, but I dunno if they, too, would be too big around to really fit properly on a '87-'89 Fox wheel without some trimming and fancy sewing work (needle-and-thread sewing, that is, not the lacing-of-shoes type that's needed for the usual install). Again, probably not an issue for the '90+ Foxes. Last I recall, I spotted these for sale at Pep Boys and Checker Auto, but Wally World and Autozone don't carry the plain leather ones, from what I've seen.
EVERYONE sells those stupid perforated vinyl plastic ones with the lacing you just wrap around the whole shadoodle over and over again 'till you wind up with a big knot at the end of that plastic string (which you'll find will poke and scratch the poopie outta your hands every other time you're making a turn in a parking lot). Not only are they hideous looking, but they don't do diddly-squat for keeping the steering wheel from being blisteringly hot (if anything, they make it worse), and those little holes fill up with hand gunk in a month or so to a point that it looks nasty and can only reasonably be cleaned by replacing the whole darned thing.
If worse comes to worse, you could always just score a whole steering wheel from a wrecked Fox or Panther (Crown Vic, Grand Monkey, Town Car) and transfer your airbag and such over to that one - it's the airbag most folks want and yards charge a ton for 'em, but not so much the wheel, itself.
Hope this helps!