You might get the lacing wrong once or twice when you're learning. Follow the Sheldon brown page carefully. It is very satisfying.
It took me ten or fifteen wheels before I really understood tension, purchased a tension gauge, and started to really understand how the spokes work in tandem. There is something to be said for experience, you get fine tuned for all the smallest details. But you can build a perfectly great set of wheels on your first go if you're careful, and pay attention.
After all, most of the wheels you buy at a shop are built quickly and carelessly in factories anyway. I find most new wheels from distributors need plenty of revision on spoke tension, and often aren't even true. These are reputable distributors, too, and wheels built from nice components are no exception.
I may be exaggerating a bit, but the point is these wheels are built with speed as a priority. If you lace it yourself and get the lacing right, and spend time getting tension and true, you'll have a wheel at least as good as what you buy off the shelf.