I decided to try building a Jeff Nicol style steady rest myself, and with some helpful information from Jeff I think mine turned out pretty good. I chose 3 wheels over 4 just so I could use it on smaller diameter work pieces. I know my welds don't look as pretty as his do, but they are strong. This thing is a whole lot quieter than the one I had made out of wood, and it's rock solid.
Sorry for the grainy pic. I didn't notice that it was grainy until I put it on my computer, and I'm too lazy to retake it.
Thanks for the idea and the help, Jeff!