Regarding bladed spokes, unless the hub you bought is slotted, your choices will be limited to what fits through the spoke holes on a stock 240S. CX-Rays and Aerolites should fit through them. BikeHubStore and Excel Sports are a couple places I'd buy from. Both CX-Rays and Aerolites are very light-gauge spokes, as you probably deduced, and that's why their thin center sections can be flattened into a blade and still fit through a spoke hole... not a lot of metal there compared to a traditional bladed spoke rolled from a straight 2.0mm spoke.
Regarding DT's brass nipples, they offer the ProLock models with built-in threadlocker at a premium price, as well as non-ProLock hex-headed ones, and conventional slotted-head ones. If you want the threadlocker feature and black nipples are OK, go ProLock. If you don't want the threadlocker feature, I'd suggest going with the conventional style and you can choose from chromed or black.
In terms of rims, the KinLin rims are gaining a following and come in various depths. BikeHubStore carries KinLins. Another widely available option are the various depths of Velocity road rims, which also come in a plethora of colors.
Oh, and you will find a bladed-spoke holding tool useful to control spoke windup. Park Tool has one, the BSH-4.
Last edited by mechBgon; 02-25-12 at 04:53 PM.