I just finished building my first wheelset which I was inspired to undertake at Sheldon Browns suggestion on the above mentioned wheelbuilding site of his. I also have Zinn & the Art of Mountain Bike Maintenance which has a good section on the process. Both are good and helped my confidence even before beginning. I built the front using the Zinn step-by-step then the rear one by using Sheldons step-by-step. See some pics on my blog at wmodavis.blogspot.com. There's other stuff to weed through but look for the title "Leases, Visas, Bikes and The Likes". Just Do It!