I assume you're referring to carry-on baggage.

It's unfair to make a blanket statement that either wheeled or non-wheeled is the only way to go. For short domestic trips I prefer wheels but like lwildernorva said cobblestone streets are no fun along with many rural areas where you have to deal with dirt roads or steep steps without an elevator.

You also have to consider many European carriers and transpacs to Australia which have tight weight restrictions (15 lbs or 7 kg) where a wheeled bag takes up most of that limit empty.