I don't want to read through threads and put up links, but I will tell you some of what I do as that is easier for me

Litter: I only use it in litter pans, otherwise i use fleece. I use the unscented yesterdays news that is marketed for cats, it works very well for me. I previously used Aspen, but it always got stuck to the carpet and was too frustrating.
Fleece: I don't have smell problems if I change once a week, but I also have ferrets, so comparatively... I fasten mine with binder clips on levels and shelves, or I grommet my fleece liners and use lanyard hooks. For my bottom pan with the drop-in wire cage, I just lay down a fleece blanket and pop the whole cage on top. For the pans that slide into the cage, I sew a pillowcase style liner and fasten the open end with more binder clips
Wheels: I have heard of problems with wire wheels as well, so I just use Wodent Wheels. I believe the cost isn't so bad and they are very quiet. Many people also like Silent Spinners.