I am cautiously holding this one, so the business end, its stylet, cannot pierce my hand. In my experience, they usually do not bite if they are handled with respect. If you swat or pinch them in some way, you might get a very painful bite. Sometimes when you handle them, they have orange scent glands located on their abdomen that pop out and emit a funky smell. This one wouldn't do it, so sorry - no pic.
Sorry about the blurry picture, but I cropped it so you could see a close up of the stylet. As you can see, the stylet is fairly large, about half the size of my thumbnail. I would hate to be an insect that had this jabbed into it. You might also note there is a liquid coming out of the tip, which is the saliva it uses to digest its prey's innards. I am using my thumbnail, so I won't get accidentally stabbed.
Wheel Bugs lay eggs on vegetation which are very interesting in shape. Here is a photo of them on Bugguide. When the young nymphs hatch, they are red in color and then gradually turn gray. It takes about three month to change from a red nymph to a completely gray young adult. They lack the crazy crest that the adults have. Below I have a young adult on my hand.
Wheel Bugs frequent areas where there is lots of prey to feed upon. A good place to find them would be on a woodland edge or a weedy area with taller grasses and forbs. Hopefully you will spot one, but be very careful if you attempt to handle it!