When I read the title of this thread, I thought you were talking about getting into a debate with a cage. Which in general I wouldn't recommend as they aren't very good at holding a conversation, much less an intelligent debate.
To answer your question about the FN, though, I do believe you could build it without the wheels. But as Vixie said, I'd put them on there. It's a nice little storage space.
If you get an FN and are concerned about the space between the bars, you could always put down some hardware cloth like has been mentioned. I have one rat that can get out through the bars, but actually I haven't bothered to cover in hardware cloth yet because she's shown no interest in actually doing it.
To answer your question about the FN, though, I do believe you could build it without the wheels. But as Vixie said, I'd put them on there. It's a nice little storage space.
If you get an FN and are concerned about the space between the bars, you could always put down some hardware cloth like has been mentioned. I have one rat that can get out through the bars, but actually I haven't bothered to cover in hardware cloth yet because she's shown no interest in actually doing it.