I have never had a problem with online wheels. I always just put them on and started riding. Never had to retrue any yet (but they all are 32 spokes, but I have been up to 275lbs so they are a little stresssssed)
The XTR set did break a back spoke but I only noticed it when I was cleaning it and it was loose. The rim was not even 1mm out of true, and being a disk wheel I never noticed it.

First pair (about 6 years ago) were new Red Velocity Deep V rims on XT hubs 150 +25 shipping , I really liked the them so I thought online is the way to go (built by a guy in southern IL if I remember) .
Second pair (about 5 years ago) new Mavic 823 tubeless rims on XTR 960 centerlocks and XT rotors 249 + 30 shipping
Third pair (about 2 years ago) new Mavic open pro rims on Dura ace 7800 hubs 230 + 30 shipping (32 spoke bullet proof training wheels).
Forth pair (about 1 year ago) were used DT Swiss 4.1 rims on 240s centerlock hubs, for 220 + 30. They were used but had like 400 miles on them, basically like new.

And just recently I got a Powertap SL+ DISC hub with head unit on a Stans ZTS rim for 1100 shipped.

All were Ebay except the last was Craigslist. I have no worries about E-bay, but 1100 on CL did concern me a little.
But a few emails back on forth and everything checked out and went fine. I think online is the only way to go.