Change space with mouse wheel + modifiers I hate that I have to use both hands on my keyboard to change spaces (one for control, one for arrow keys). A much more practical shortcut would be, for example, control + mouse wheel. However I don't know if it's possible to do so. I'm using 10.10 Yosemite.

I'm also open to third-party software.
If you use the Apple Magic Mouse you can change between spaces by "Swipe left or right with two fingers".

You should check if you have active this option on System Preferences → Mouse → More Gestures.

Additionally, if you want to change it with only one hand, you could change the shortcut for "Move left a space" and "Move right a space" under System Preferences → Keyboard → Shortcuts → Mission Control to something easily usable with a single hand like ⇧+ctrl+z and ⇧+ctrl+x