Showing my age, I remember when marching bands didn't need set pieces, wagons, or amplification.I'm sad to have missed the genesis of this thread! I'm a former band director turned, technical director and I've seen both sides of this strange fence. One thing to also consider is the elements. Anytime I built scenery for band, I used all galvanized hardware and treated lumber.
The other thing to consider is that with a soft field and pneumatic tires, you will have some settling as the kids climb on it. We used that to our advantage in that there were legs that made contact with the turf and acted as brakes when they were stepped on. With the wagons all lined up, it worked reasonably well to make a stable platform.
The last thing is I would recommend buying spares of casters. They will get shredded going on and off trailers/trucks and drug across fields. Band kids will leave the brakes on and full send it and ruin a tire. Tossing a couple spares with an impact driver in a tool box and having that go along would be clutch.
It was a lot of fun to help them add theatricality to marching band. It's a weird little animal, but a worthwhile experience to be sure. Looking forward to seeing it come together!