If you're not planning on sustaining particularly heavy loads, you might be able to get away with nylon sprockets and #25 chain. Electronics Goldmine sells nylon sprockets in various sizes for $1.50 or less, and 23" pieces of #25 chain with master link for $2.49 (which sure beats McMaster's $3+ per foot).
http://www.goldmine-elec-products.co....asp?dept=1224
As far as motors, surplus sites are the way to go. Electronics Goldmine has some, as does All Electronics (including a Denso window motor not dissimilar to those in the KOP).
http://www.goldmine-elec-products.co....asp?dept=1300
http://www.allelectronics.com/cgi-bi...ar_Motors.html
I've had pretty good luck with both of these companies, but whether these parts will work for you really depends on your application.
The cheapest wheels I've found with keyed hubs are the Colsons from our friends at Banebots. They should work for you, unless you need something bigger than 5".
http://www.banebots.com/pc/WHEEL-COLSON/WC-2807