If you're going to attach the sprocket to the wheel so the wheel spins on the staft (rather than firmly attaching the wheel to the shaft and driving the shaft), I'd spend the few extra dollars and make sure I got the wheels with the ball bearing hubs. I'm not sure I'd trust broaching a plastic wheel and using a key to keep it on the shaft to drive it. It probably will work as I broach plastic gears and generally they're fine but wheels can take a bit of shock. If you're going to drill through the wheel disk to attach the sprocket, don't get the wheels that have open spokes.
