For generic items like wheels, guns, or other accessories (including some wireless attachments), search the web. You can get some pretty good knock-offs that ship from Hong Kong, etc. The wheels and crossbow I bought were almost identical to name brand, just no logos. I think I paid about $4 each with free shipping. Nintendo is pretty tight on prices - everyone has them for roughly the same price. So the only way to get them cheap is used or ebay, like everyone else has said.
Here's a link to another site with decent prices...like I said, knock-offs, but I have purchased some of these and have been pleased.
DealExtreme: Wii Accessories (Page 1)