As Casey and others have said, Bachmann metal wheelsets are the cheapest, and you can get them (at least to order) via any Bachmann stockist. I've recently been getting a lot of these to replace the wheels on much of my LGB stock, they clip straight in very easily. The Bachmann ones are heavier than the LGB metal sets, as they are solid metal wheels as opposed to the LGB metal rims with plastic centres. I do have a few LGB metal sets which are very nice, but the Bachmann ones are about a third of the price (Bachmann: about £11-£12 for 4 axles if you shop around, compared with nearer £16 for just two axles of LGB).
Either get them from one of the G scale specialists (Jeremy at Dragon, or Glendale, GRS, Back 2 Bay 6 or several others), or you should be able to get the Bachmann ones to order from any model rail shop that has Bachmann products in any gauge, even if they don't normally have G scale stuff - my local "high street" railway shop has said they can get me some in, even though they normally only carry Bachmann's OO stuff rather than G.