Hey Susanne. Most of the joints in this arm have ball bearings, but that's not really required if you're not worried about friction.

For small loads you can just attach an arm directly to a motor, servo, or stepper, without giving it additional axial support (like a bolt). My Shoddy Robotic Arm does this. All of the hobby servos and stepper motors I've seen come with a way to attach some standard piece to their shaft, and it's usually a tight fit. They often come with an assortment of these connector pieces, called "horns". (I got some aluminum ones for some of my joints, and they grip even better, giving a rigid connection.)

For a bit more rigidity you can introduce some axial support. There are two ways of doing this: keep the driving force (torque) directly in line with the axis as it was without axial support (above) and put an axle on the other side of the joint; or put the axle right through the joint and move the driving force elsewhere, which may necessitate at least one more joint to transfer the torque. (You'll have to figure out a way to attach the motor to the arm while going around the axle.)

Generally, larger size joints and axles mean less wobble (relative to their size) but more friction. There is a sweet spot for each application for allowable wobble: too much or too little causes the joint to bind. It's pretty obvious what will work when making a joint -- just do what looks right. The largest bolts I used for the above were M6 (6mm diameter). Most of the joints have M4 or M3 bolts with a lock/nylon nut on the end, so it doesn't have to be tightened against something and potentially binding it, and a few metal washers sprinkled around to take advantage of their lower friction coefficients compared to 3D-printed plastic. (The washers keep the plastic parts from touching.)

Great feedback, thanks. I needed to look up axle, but now I get the gist.  I wonder if I could take the axle from servo motor and attach it to a bracket that attaches to an arm.  Thanks very much. 

Great idea Tyler! One thought on the weight of the effector when fully extended - perhaps see if you can design some type of counterweight to balance things when fully extended?