I built my own wheels on my tourer and a 29er I built for a ride on the Great Divide. Neither has broken a spoke. The tourer has been on about 6 tours and I carry a lot of weight. So it's possible for an amateur like me to build sturdy wheels.

I don't think I saved any money by building them myself. In fact, I probably spent more than I would have if I had searched for some deals. However, I have the satisfaction of knowing I built them myself, and confidence that if I ever have to replace one on the road I'll be able to. I also got the parts I wanted. I used Shimano XT hubs, Mavic 719 rims, and double-butted spokes. I used Sheldon Brown's pages for instruction.

I also bought tools, which really made the wheels expensive. I bought a Park truing stand and spoke tension meter, plus a dishing tool from another company.