[Alan Anderson]

If you put the wheel directly on the output shaft, there are already bearings in place as part of the gearbox. There's a rule of thumb saying not to have more than two bearings on a shaft. Leaving it unsupported at the "far" end, using a cantilevered wheel, usually works fine as you take care not to put "too much" side load on the gearbox shaft.

Non-scientific anecdote: four AndyMark nanoboxes hold a robot's weight this way quite nicely.