[Max Lobovsky]

A set screw is probably the simplest method (use two or three set screws if you want). I don't have numbers on it, but I think you can get sufficient torque transfer with it. But, if you insist, another simple method that many teams have used succesfully in the past is clamping to the shaft. Shaft collars with screws through the side fixing it to the sprocket or other component of your choice. Alternately, some sprockets and gears come with a clamp hub (essentially a hub with an OD only slightly greater than an ID and with slots to cut it into 4 pieces) that you place a collar over to clamp it to the shaft.