The wheels run on bearings which wear over time as can the teeth.
Excessive movement in the upper wheel means the gears won't change when you shift (forcing you to shift twice and back again to change a single gear) no matter how much adjustment you make. Worse, jockey wheels can seize.
To check your jockey wheels, either:
- Remove your chain; or
- Take it off your front gear so the chain is loose and you can pull it away from the jockey wheels.
- Lateral movement of the upper wheel (some lateral movement of the lower wheel might be by design)
- Worn teeth
- After cleaning, the wheels don't spin smoothly
Replacement jockey wheels come in pairs. Normally there is a difference between the upper and lower wheels and they have to be fitted right way round. Replacing them is easy - once you've figured out which wheel is which and which way round to fit them.
On my bike (SRAM Force 1) the inside hole of the upper wheel is slightly larger so it cannot be fitted in the lower position or the wrong way round. It doesn't matter which way round the lower wheel is fitted.
Other wheels will be marked with an embossed "U" (upper) or "G" (guide), and "L" (lower) or "T" (tension). Normally, the wheel indication faces out away from the bike. Some show an arrow showing rotation direction (it can be a bit mind-bending to work out which way they rotate when fitted).
This video shows how easy it is to replace your jockey wheels...
For common Shimano jockey wheels I've used Tacx - as recommended by Alan Morgan. These come with a set of plastic inserts so, provided you match the speed (number of gears at the back), there's a good chance they'll be compatible with your bike.
I bought these ones recently as they have the narrow-wide teeth used by my bike.