+1 on the Ultegra or 105 hub and A719 rim. That's a prescription for a bulletproof wheel, but CR-18's are pretty sturdy too. Also, here's the best resource I've ever used for how-to instructions:
http://sheldonbrown.com/wheelbuild.html
A couple of tips: Get a good spoke wrench and a Park tension meter. My build quality went up dramatically when I got those items. Truing stand is optional but handy. I don't use any spoke prep, but I mark the spokes with a felt-tip pen near the nipple before tensioning to gauge the windup. I figure that having no windup in the first place is better than trying to remove it in the de-stressing.