It'd be no problem to get 10,000 miles on a set of Zipps between rebuilds these days, so there's little harm in just training and racing on the same wheelset if you don't mind always using good rubber. Even then, the GP4000S is so good for racing AND training, even that is less of an issue now.

If you like racing on tubulars, it'd probably be wise to train on a clincher wheelset.