If you are using the kitbot chassis, I would suggest reading through the manual located at
http://www.ifirobotics.com/docs/Chassis%20&%20Drivetrain%20Assembly%20Instructions .pdf
The suggested method of using a 3/8" bolt and attaching it to the frame (using additional nuts to prevent the wheel from sliding) will work quite well. The use of nylock nuts or loctite is also recommended. Just make sure that you can easily access the bolts if you need to replace a bent one (and bring spares to competition).
As Don said, there are many ways of attaching a shaft. Just make sure that you never cantelever your wheel at the end of a shaft if, and that every shaft is supported in at least two places. Don't forget that just because the axle doesn't need to rotate doesn't mean that it has to be be prevented from rotating.