I've read and tried all the other books identified above as well as Sheldon's tutorial, and greatly prefer the wheel building section in Leonard Zinn's "Zinn and the Art of Road Bike Maintenance". I find it very clear with simple, excellent illustrations. Even after building about 30 wheels, I still use it as a reference as I'm lacing the next one. And his spoking sequence doesn't require as much spoke bending during the lacing process as I recall from the others. There are good tensioning and stress relieving suggestions in all of them.

I also like my rear wheels built with the "pulling spokes" coming from the outside of the flanges on rear wheels as done in Zinn's method, which is opposite Sheldon's and Brandt's suggestions. I know their reasons, but my engineering mind likes how my/Zinn's version gives the maximum base width to the spokes with the greatest stress.