The wheels to the left come with the starter kit and are a standard wheel that will be used in all "Hero" bots with directions.
Omni wheels pictured to the left are often used in competition robotics to reduce friction when turning.
Drive shafts are inserted into motors and the motion part that will spin such as a wheel or a gear. Metal drive shafts are stronger than the plastic pictured to the right. But, the plastic capped driveshafts can be used without a shaft collar to hold in in place.
Rubber shaft collars slide onto the drive shafts to keep the wheels and gears in place.
Spur gears have many small teeth and are used in a gear train to provide motion.
The VEX IQ kits includes an assortment of tooth counts and sizes and is including a 12 Tooth Gear, 26 tooth gear, 60 tooth gear and 36 tooth crown gear.
Sprocket gears have much larger teeth and are used with chain or tank tread. This does not come in the VEX IQ kit and must be purchased separately.
Tank tread pictured below can be used with intake flaps to create a conveyor belt system to intake game field elements.
Both of these are commonly used for competition robots designs.