I'm certainly no expert but I'm having fun building wheels.

I have been buying my rims on eBay and picking up the spokes & nipples at my LBS after they measure the rim ERD for me. I took a wheel building class locally and talk to the guy who taught the class all the time. You can measure the ERD yourself and order the spokes online but I just feel more secure buying the spokes locally.
Here's a list of tools and references that make life easier for me:
A truing stand is a must! This one is pretty sturdy and reasonably inexpensive.
Spoke wrench (obviously)
I think a tensiometer is required to build a strong wheel.
A nipple driver of some sort will make life so much easier.
The guy that taught the wheel building class also has a video out on wheel building that I'm reviewing now. I'm not done yet but it seems to be good guide to building a solid wheel.
For me my patience is my biggest asset while building a wheel. Lacing is easy. Bringing the wheel tension up takes time. Evening out tension takes time. Properly dishing takes time.
Good luck!