Stop Bearing Play
If your wheels are too loose, you'll get play in your wheel bearings.
Bearing play will significantly shorten the life of your bearings, increase wheel wear, and make slides really noisy and chattery.
You can largely fix this problem by using built in bearings, or failing that bearing spacers.
However, sometimes your spacers come up slightly smaller than the wheel core, which essentially stops the spacer doing its job and allows bearing play anyway.
If you have any play in your bearings, simply adjust the axle nut tightness. You want them tight enough to minimise any play, but loose enough so that the wheels spins freely.