Regarding the wheelset, you don't need anything road-specific for the Cross Check. That is, it'll take 135mm hubs, which opens your options a lot.
I built a set of wheels with SRAM X.9 hubs and Salsa Delgado Cross rims. I'd definitely recommend the hubs -- after around 1000 miles of use split between rainy commuting and off-road riding, they're still spinning as smoothly as the day they came out of the box. The rims, I'm not so sure about. The seam has become quite visible. It's possible they weren't up to the stress of disc braking (which would be understandable since they're not a disc-specific rim). If I were to do it again, I'd probably spring for Mavic TN719 rims. Go with DT Swiss Competition 2.0/1.7/2.0 spokes and brass nipples.