I've seen wheels on two new bikes in the family fleet go out of true, and found both of them to be under-tensioned. Both were name brands, albeit relatively low end models, purchased at LBS's. I would personally check the tensioning on any new wheel. On the other hand, two other new bikes, a Surly and a Diamondback, both had impeccably built wheels.

The quality of today's bikes is like the quality of cars up through the 1970s: Hit or miss. Bikes are not fully tested before they leave the factory. A built up frameset is pulled off one pile, wheels from another pile, and they're thrown in a box. What you ultimately get depends on the hands that the bike passes through after it leaves the factory, including your own. With that said, I'm sure reputable dealers don't want to waste their time reworking bikes, or deal with excessive warranty service, and have an interest in selling a decent bike. But they will take matters into their own hands if needed.

After a few beginner attempts that were substandard, my home built wheels have held up quite well, though I have not put as many hard miles on them as some here. At 14 miles per hour, it takes me longer to put miles on my wheels. I build wheels because I like oddball hub combinations, like an ancient Sturmey Archer on a new Sun CR18 rim.