I had a heap of trouble understanding that post...
Sellotape probably wont hold for very long if your robot has any weight on it, have you checked out double sided tape?
That stuff is gold!
As for plastics, get one that's not too brittle, more soft so you can drill it.
To attach the wheels to the servo you will need to drill holes in the wheel for the servo horn, then screw the servo horn to the wheel.
Polypropylene will probably do fine for the $50 robot...