No... wheel building is not "hard", but it is time consuming. I have done it and my wheels turned out very well. However, because I am not very experienced it takes me a long time (about 2 hours the first time, 1 hour+ subsequently). The real wizards can probably build a perfect wheel in half an hour and will practically true it instinctively.
Chances are, your LBS is hurrying and not truing the wheel carefully enough.