Building wheels is about as difficult as adjusting front derailleurs but obviously takes a lot longer. Jobst Brandt tested his book _The Bicycle Wheel_ by having each of his grade school sons build a pair without any additional help.

There's no good reason not to do it yourself.

There are plenty of good reasons to do it - an abundance of incompetent wheel builders neglect to build their wheels to uniform high tension after which they fail to stay true and can collapse on small bumps, the ability to have your rim replaced tomorrow after you bend one in a crash, and to only pay for the rim (instead of labor ($70 locally) and spokes ($1 each)) when you bend one or wear out its brake tracks.