The problem with wheels vs legs is that wheels do not cope well with uneven terrain. They sink into mud, stick on branches, fall into holes, etc. They are also very limited use for climbing, jumping, and all sorts of other similar activities.
The areas where they do have an advantage is in energy usage and speed when travelling over large flat areas. With artificial wheeled vehicles we manufacture roads and paths for them to use, in nature that is much harder to do. Even where you might have established paths for certain routes you will need to leave those paths in order to forage, feed, hide, etc.
Even large open grassy areas are unlikely to be flat enough off the path, so really you are limited to environments like deserts and beaches. Interestingly that is where you find tumble-weed and sidewinders in our world, which both have some elements of circular motion.
Basically the issue from an evolutionary standpoints are:
There is no advantage to having a "partial" wheel. Unless you can find a route from A to B with an evolutionary advantage (or at least no disadvantage) at each step then it is unlikely to evolve. This is the problem of local maxima.
Wheels are really good in some situations, but utterly useless in others. If a creature needs both legs and wheels then it might as well just use the legs.
Legged creatures can travel long distances efficiently (see ostrich), travel very rapidly (cheetah being the obvious example), climb (monkeys), swim (otters), run, walk and even fly. There is no clear advantage to be gained by having wheels. For example even a wheeled creature is unlikely to be able to outrun a cheetah.
One of the main reasons our vehicles can travel so far and so fast is not the use of wheels, it is the fact that they are using fossil fuels or other stored high density energy. Just using wheels alone does not solve that problem, after all a human cyclist is faster than a human runner - but they are still not as fast as a car.