The Mavic R-Sys would like a word with you...

As mentioned above, when it's not blowing up, the spokes work in tension and compression. The only holes it pokes are a huge swirly one in the air (the biggest I've seen tested), and the holes in your legs when the spokes all eject during a spontaneous de-lacing.

I'll give you the "bicycle rim" technicality on the R-Sys. It's more of a wagon wheel than a bicycle wheel. Probably higher drag though.