Pretty good advice so far.

I'd strongly second the idea of a less challenging build for your first kick at the can. The idea of tearing down and rebuilding a set is a good first step. That way you know the calculations are right and you can focus on the mechanics of the build.

With that under your belt I'd move onto a fresh set of alloy wheels (or rebuild your existing rims with new hubs and spokes or the like). Then I'd jump into carbon.

For carbon there are some decent weight carbon clinchers out there at the moment. I'm on a set with Novatec hubs and Pillar bladed spokes that are a shade under 1500g. They are rock solid and, if I really wanted to, I could shave a few more grams but since they are my training wheels they are fine.

Any way you approach it read up first and have at it.