For applications like a scan servo on which you're going to mount an ultrasonic sensor, ebay is your friend! You get those tiny 9 gram servos (with free shipping often) for around $2-$3. They're good enough for the job, but can be tricky to mount things on because they're fairly small.
See this link:http://www.ebay.com/itm/2x-SG-90-9g-Micro-Servo-for-RC-plane-Car-450-helicopter-Futaba-Hitec-HS-55-Boat-/310396893632?pt=US_Character_Radio_Control_Toys&hash=item484518b9c0
As for wheels, do you really think servos are good for the job? They can be slightly painful to modify for continuous rotation, and are VERY slow, not to mention expensive ($20 for a decent servo seems about right to me). Why not use those geared dc motors, they are quite cheap, and will do the job just fine! Controlling them with an Arduino is also easier, but you need a motor driver such as the L298N (good tutorial:
). The driver is about $5, and can control 2 motors, so usually you just need one for a robot with differential drive!