Unless the stock wheels are giving you real-world problems, there probably isn't any need to upgrade. If you really need to upgrade, look for something with good sealed bearing (Formula and Novatec are both popular and inexpensive), and maybe a semi-deep rim. Lots of people buy from Velomine for online purchases. If you can afford to spend more, having a set built by a local bike shop is probably the best way to go.

edit- A local bike shop with a good wheel builder/mechanic on staff.