If you are buying new parts, there are many builders that will put it together for the cost of the parts. If you are using used hubs you may be able to build a set for less. In either case, if you WANT to build the wheels you should do it.
I built a rear wheel on a Velomax/Easton Campy hub and it came out great. 2000 miles and still round and true, and I ride in NYC. I bought a matching front Easton Orion, and actually wish it were just the hub and spokes like the rear. I can't bring myself to rip up a perfectly good wheel to rebuild it. The total cost of the wheelset was $220 for a mixed Orion/Ascent pair, weight of ~1450g