Look at Mcmaster Carr They have many options.
http://www.mcmaster.com/#standard-casters/=zh5p56
Steve
I have mentioned this before as a system that has worked well for me. I put carriage bolts through hockey pucks. The head of the bolt is counter sunk so as not to mark the floor. The weight is transfered to the puck by using a large washer and nut on the upper side.I then screw them into "T nuts" in the base of the leg using a second nut to lock in the height. The pucks enable me toadjust the height by hand.
On another note I have a box of wheels off old office chairs. The spindle on them is threaded and could easily be screwed into a "T-Nut". You just need to find some old office chairs.
Brent
"All of the world's problems are the result of the difference between how we think and how the world works."
Some results from Google search:
Adjustable height leveling caster
http://www.atlascasters.com/index.php/LCSX
Adjustable heignr plate casters and stem casters
http://www.krowne.com/product-showcase/casters/adjustable-height-plate-casters/
I tried to sell my two cents worth, but no one would give me a plug nickel for it.
I don't have a leg to stand on.
The basic issue is that casters are designed to swivel 360, so they typiclaly have a smooth shaft the allows this sort of free movement.
A caster that would screw into a T-nut would effectively raise or lower the leg as it turned. You'd be fighting getting things level, but that might work for you if you only needed to move things every once in awhile. Not sure any are available with a threaded shaft as I think you want, but here's a link to the caster section of the Grainger catalog. You might find it there if any are available.
http://www.grainger.com/category/casters-and-wheels/material-handling/ecatalog/N-cnm
Mike Lehman
Urbana, IL
When I made the legs for my domino modules, I placed T-Nuts in the bottom of each leg to assist leveling the modules of my layout. I also placed plastic furniture pads under each T-Nut to keep the T-Nuts from severly digging into the carpet. I have seen many modelers place wheel casters on their layout legs to assist moving more easily the modular tables. Does anyone know of a wheel caster that has a "T-Nut like adjustment" with it so that I could place wheel casters on my module legs instead of T-Nuts. I would appreciate any and all suggestions.