Depending on body type and upperbody strength, there are better ways to do both wheeled and unwheeled. For example, most wheeled carry-on luggage just isn't ergonomically shaped to be carried. Therefore not only the that bag heavier than the same bag without wheel-related hardware, it also feels heavier than it really is.
As for wheeless carryon, the individual has to find out either by experience or by a lot of research (on forums such as this one) and a lot a self-awareness, of what their body type and strengths are as to what suits them best.
For example, I cannot physically carry a fully-loaded maximum legal carry-on such as the Air Boss without being in much pain at the end of the commute. I realized that due to my body type that I would do best with something that is less than 7" in depth, preferably 6" to hold the weight closer to my center of gravity. At certain times of the year my travel wardrobe consists of small but heavy knits (thick matte jersey) and so I need to move to an even smaller bag to maintain the same weight-to-size ratio that I found worked best for me.
Many of us here own and use multiple pieces (both wheeled and unwheeled) for multiple circumstances. Perhaps the only "wrong" way would be someone going on a single day/night trip with 6 large pieces of 30" luggage crammed with 80 complete outfits, although I'm sure that there will be a circumstance or two where such an endeavour would be the "right" thing to do