I've been disappointed with most of the click-wheel mice I've used. I guess it's hard to balance the stiffness of the wheel and the button - either the button is too easy to click by mistake when scrolling, or too stiff so it's hard to click without moving the scroll wheel. I've had problems with brands like Microsoft and Logitech.
My favourite mouse currently is a Razer Taipan. I got it for gaming, but I love it for general desktop use. It's got the best button feel of any mouse I've used, including the scroll-wheel button. It's not cheap, but I don't mind spending a few bucks on a tool I use all the time.