[Jeff Waegelin]

In the words of Woodie, "Set screws inhale audibly." Set screws=bad. At least for attaching sprockets, etc. We use the key method, too. It works great, though it's not flawless. We've broken keyed shafts before, but only under extreme circumstances (huge forces on 3/8 shafts). Most of the time, keyed shafts are just right for whatever you need to attach. We don't actually attach our wheels to the shaft (because of how we do our drive, they're free-spinning), but that's how we attach sprockets.