I'd never built a wheel, so I took apart two wheels from an older road bike. The old stainless steel spokes were still in good shape, replaced the nipples. I first used Sheldon Brown's site, but then found this one that made more sense to me:
http://www.gsportbmx.com/tech/guide_wheelbuilding.php
The nice thing about building them yourself is you can tend to it when you want and leave it when you want. I now feel better about wheelset parts. I'll prob'ly order from Psimet and build them myself even tho it saves very little money and I can't do it as well as he does, but still, I'd like to do it myself.