This is one of the most satisfying jobs that you can perform on a bicycle.
The tools do not have to be expensive. I use one of the less expensive Minoura wheelstands that self centers (do not put all of your faith in that reverse the wheel often to judge how far off center it is), has a pointer on each side of the wheel and a "scraper plate" with ink markings in mm for centering and radial adjust. It can be bought for about $60. In addition I use 4 sided spoke wrenches (the spoke slot is in a corner), either Pedro's or the newest versions of the Park Tools. Make sure you have the exact size for the job. Black for most new builds as we tend to use DB or Wheelsmith spokes in this country. (Red for many OEM wheels from Tiawan) First wheels are best done with brass nipples as it is easy to round off an aluminium one if you are not careful.
After years of building wheels without a tension guage I finally bought one. From this I learned that I was tensioning high enough by sound while plucking but it did wonders for improving my accuracy from spoke to spoke.
For the last 2 years I have also started using spoke washers on all wheels. The wheels are tighter and more uniform and seem to hold their "trueness" far longer. These come in relatively expensive bags of 1000 or 2000 but can be purchased on Ebay in qty 200 for less than $10.
Dawg, one tip, on the rear, before you reach final tension try to perform all spoke tightening operations toward the drive side saving the very last tightening for the non drive side. Its easier to make the final adjustments for dishing or lateral true on the lower tension side of the wheel. Use a little lube on spoke threads and under the head of the spoke against the rim.
Have fun. Your going to like the way it looks on you.