I'd keep them. I just went through my first wheel build 2 weeks ago, and had no problem doing the build and truing. It's a good learning experience, and if you have any need for a tutorial, Sheldon Brown's website has an excellent "how-to" on wheel building. It's easier than his site shows if your just replacing the rim and keeping the spokes and hub. You just take out one spoke and align the old and new rims together, and start transferring spokes. The basic process is to get the first spoke and the rim aligned exactly, any spoke (hold the rims together aligning the valve-hole in the same place alongside the old). Then look at the spoke pattern as it comes off the old rim. Do all the inside spokes on one side, then the outside spokes on that side. Then go to the other side and do the same, paying attention to which spoke overlaps which other spokes. Mine was a 36-spoke rim and it took me about two hours, with truing for the first wheel, an hour for the second. A lot easier than I thought. The truing takes most of the time.

It'll save you some bucks, also. Example, I didn't like my anodized rim which was wearing through from brake-pad rub into the aluminum beneath, so I took it to my local bike shop. They wouldn't rebuild the wheel without using THEIR new spokes ($2 apiece), and THEIR new nipples (.50 apiece), and THEIR new rim strip ($8), and THEIR new tubes ($7), so adding all that to the cost of the $40 rims, out the door price with labor was just under $200 a wheel. Heck, I paid $60 for my whole bike, and I need to spend $400 to have shiny metal instead of anodized? Nah. I found a super cheap donor bike with the size rims I needed, transferred everything over in maybe 3 hours total, for the $30 donor bike cost.

Good luck with it.