I've considered doing this ever since I learned to true my own wheels. It's just that right now I don't have the time, nor the need for new wheels. But this is in my future.

However, there are a lot of places that will handbuild wheels for cheaper than you can build them yourself. ProWheelBuilder and UniversalCycles, to name a few, will build wheels for the price of the parts, and both places are extremely competitively priced. Though I personally think that building my own wheels is worth it even if it's just for the learning experience.