I have one of those fancy gamer mice (Logitech G700S) and I bound the most prominent thumb button to middle-click. Haven't looked backed, making scroll-wheels clickable was a mistake.
Scroll wheels themselves are a bad implementation of a good idea. I bought a cheap USB volume control knob and used AutoHotKey to rebind volume up/down events into wheel scrolls. Productivity increased like crazy! Scrolling is no longer a chore, it's a pleasure. I even went the extra mile and coated it with rubber for a good grip.
