It is important to provide support for axles in more than one location along the axle. This helps the axle to turn more freely.
For example, this robot has poor axle support. The weight of the RCX is causing the axles to bend, and the wheels will not rotate very well.
This is a much better robot design. Now the axles are supported in more than one place along their length, and the wheels are straighter.
See also: Gearbox