Make sure the spokes are evenly tensioned (especially drive-side). Pluck them with the tire deflated and listen for a consistent tone. It should be pretty close to the same all the way around. If it sounds like a kid playing the piano with his elbows, there's your problem.
Reading some other replies, I don't think that 1K or 2K miles without going out of true is much of an indication of durability. That's like 1-2 months of riding for a lot of people. I guess failure or wobble in that period certainly indicates a durbility issue, but the opposite is not an indication of a durable wheel. Tell me about wheels you've been on for 10,000 miles and are still true. I built my Deep Vs up to last until the braking surface fails. I'm guessing I'll get 30,000 miles out of them. I'm 6'4" and 180-185, riding a pair 32h/36h 3x. I'm sitting at maybe 3000 miles on them now, and I still think of them as new. Of course they still pluck the same note all the way around.