The ridges on the wheels are all about weight savings not cooling. A heavy train will wear out lot's of thing on a coaster, even the track will "wear" out faster due to a heavy train, and even if a wheel is a pretty small part of a coaster, there is loads of them, using X2 as an example and you end up with a total of 140 wheels/train. If the wheels were solid pieces of aluminium they would drastically increase the weight of the trains, but by milling out material so that you end up with notched wheels, you still retain the structural strength of the wheel to levels that are similar to solid wheels, but at a much reduced weight.
Else look at UC...
Also on the water misters on large Intamin coasters, they might as well be there to cool the brakes (magnets/fins) of the trains, since all the kinetic energy of the train is all converted to heat. Large ride such as MF and I305 have the long heavy trains (compared to TTD, KK and Formula Rosso) that enter the brake run at high speed, high speed > high kinetic energy > more heat in the brakes and higher temperature in the magnetic brakes reduces the braking ability (makes them worse). The fins/magnets out in the open are less prone to overheat due to wind/etc. but once in the close confines in the station you might not have the ventilation to cope with the heat build up so they add water misters just like on the LSM launch on California Screaming.
For instance Balder have air-ducts in the floor between the tracks in the station to cool the brakes.