Nope. It sure would be nice if they did... (The new ones probably do...)

 

If the "new ones" you are talking about are the 2010s they are not on the face of the steering wheel any more. On the 2010s Its on a little joy stick on the right side of the steering column just like the ones on a 1996 Dodge Neon....

 

Then I'm glad they are on my steering wheel...even if they don't light up!! Thanks for the replies!!!