You could start your own thread for all of your questions and to document your progress, or we could talk about it all here.
First, you need to decide between sidewall or hub dynamo. Sidewalls are lighter and quick to install. They're also cheaper. The drag, when in use, is perceptible but not as bad as brake pads rubbing on your rim. Hub dynamos are lighter, and the drag is either barely perceptible or imperceptible, depending on whom you talk to. I can't perceive mine. I perceive a vibration, but that's not drag, to me. Drag is higher when lights are on, but in theory, you can never completely eliminate the drag, even when lights are off. I suspect it's not significant, but there's an argument to be had.
Labor to build a wheel is often about $50. Spokes are expensive if you're buying them, and so are rims, so you're better off finding a pre-built wheel, unless you want the very highest quality. You can save the money for labor and build it yourself, and we can walk you through the process. We've helped many people build their own wheels here. I build my own wheels, but I don't delude myself into thinking I'm saving money. I do it because it's satisfying to choose the components and build the wheel.
There are lots of lights available but not many vendors in the US. You can read
Peter White's pages on lighting, where he sells a good variety of very good stuff at reasonable prices. It's a very wordy site, and I didn't have patience for it for a while. I've bought two or three lights from
VTT, BMX, Cyclist apparel, Bicycle accessories. Welcome to XXcycle - en which is a company in France. Prices are excellent, and shipping rates are reasonable, though it takes a couple of weeks to receive your stuff. The web site's English translations aren't the best, but they're good enough for me, and I speak a little French, so that helps.
Busch and Muller (aka B&M) has one or more headlights that offer USB charging. They're expensive, but you could argue that they're worth it because they do the job so well.
You may want to read the
story of the dynamo setup on my Bianchi Volpe. It's nothing fancy, but it sure works well for me. Total cost was about $160, including bits and bobs.