My 2c - not saying it's the best option for everyone:
Shimano mid-range hubs offer a good bang-for-the-buck and are of a decent quality and durability.
Aluminium double-walled rims - whichever you find locally available.
Spokes - for starting, you could go with some cheaper ("Chinese") ones - they will reveal any wheel building defficiency, by breaking.
High-quality swagged spokes can compensate for poor building (even design for that matter), because they are really tough and durable.
Roger Musson's book, mentioned above, is a great idea.