definitely check the cones on your hubs, mine were pretty tight out of the box and the wheels weren't spinning smoothly. other than that, you should be greasing and checking everything that you assemble on the bike anyway. the cog/lockring on my kilo were already greased and properly tightened when the bike arrived.

besides truing the wheels, it really only takes about 30 minutes to setup and tune everything and cut brake cables/housing.