Collars is the way to go. With a Dremel tool cut a flat notch on the axle wide enough for the set screw to fit in. Put Loctite on the set screw and tighten it just until it touches the bottom of the notch. The set screw is now locked to the axle. Removing the set screw is now easier since you did not jam it to the axle and possible damage the allen wrench.

I've been using "E" clips for a few years now.
Nothing compares to the ease and security.

pilotFighter....I like the "E" clip idea and want to try it. I think Lowe's sells the clips. For a 5/32 diameter axle what clip do you recommend and what diameter is the required groove? I don't know how clips are sized or how the required diameter is stated/detemined. Thanks for your help.

I usually solder a washer on inside of wheel rather than use a wheel collar, so just solder one on outside also. Cut axle off flush and you have a neat setup. Use one of those aluminum wheel collars, that do not work well, slide it on axle for a guide to keep the washer square with axle, solder will not stick to aluminum. Also use a thick paper shim (file folder material) between the washer and wheel for spacing.

There are some great ideas here and I will be giving some of them a try. I like the simple ideas the best. The cotter key in hole will work for sure as that is what keeps my lawnmower wheel on. It would also be easy to remove the wheel if you need to because all you would need is pliers.

All this is very entertaining, but I've used Dubro collars for 30+ years and NEVER lost a wheel collar that I've installed. The secret? Buy the Higley wheel collar wrench. It is tool steel, not the soft stuff they give you in the collar bag, and it's a T handle for torque. I tighten the collar, then remove it and check the axle. If the set screw didn't leave a mark, the axle is too hard. When that happens, I grab a fine-point Sharpie and put a collar with no set screw in place. Mark the axle thru the set screw hole, remove the collar and use a Dremel to grind a small flat. Install the collar and it'll never come off.

On ARFs, I use the included collars as weights when I need to fish servo wires, and put Dubros on the axles.

E-clips are great for some things - my Quickees use them- but are a PITA for others. I also tend to launch at least one installing them........

just a quick question, can you put threads on a music wire landing gear? if you can wouldn't be easier to thread and use a nylock nut? To keep my wheels on my 1/5 scale J3 cub I drilled a hole through the landing gear and use a washer and a piece of safety wire or a cotter pin.