Hitch uses a Wodent Wheel and he seems to really like it. He actually sleeps in it a lot during the day. I have to admit it is a pain in the butt to clean but we clean it every night before putting it back into his cage. The wheel does hold the urine but Hitch seems to have figured out that perhaps I should poop outside the wheel. I never actually thought that the urine would affect him but I will probably consider a little modification to let the urine run out of the wheel.
He does have a saucer also but he tends to run a lot less with them; therefore eats less, and tends to loose a little bit of weight when he is not using his other wheels.
Also, the holes are perfect for our small little guy at 310 grams or so.. but I would presume that you would be buying the Senoir (the largest) Wodent wheel.
Also, the DIY Bucket wheels are costly if you're only going to be making one. The supplies from the local Home Depot / Spore Store (for the roller blade wheel) cost around 50 Cdn. I would understand buying a DIY wheel from someone that is making them in bulk. Also, making them is a little bit involved.