I installed Campy Veloce on the first bike I ever built, a Cannondale CAAD8, and I had the LBS fine-tune the derailleur adjustments. They were close but not quite right so I used it as a learning opportunity. I used a Wipperman chain, and I will replace it with a wipperman chain. No shift problems and the connex connector is much easier to work with than the kmc.
On the build, I just took my time and everything worked out well. I spent a lot of time on the cables, getting the housings just right. So far, about 1500 miles later, they are still shifting perfectly with no adjustments since the first one. I did buy the tools as I needed them so that I could assemble / disassemble but I figure they're a one-time expense. T think I bought the BB tool, and the cassette lockring tool - nothing else was Campy-specific. Depending on your crankset, you may need a special tool - I got the ultratorque set and I had the 10mm allen bit. The powertorque cranks need a special tool.
Good luck and if I can help, just ask.
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Dale, NL4T