1000rpm motors are a good start as they're not expensive and you can find lots of em on ebay and regular robot sites
People tend to use fingertech wheels and hubs from technobots among others
you can also order something like these and then drill the axle hole up to fit the motor shaft. and its possible to drill and tap for grub screws aswell:
http://www.hobbyking.com/hobbyking/s...5pcs_bag_.html