I don't know if this is close for you, but check out the Sibley Bike Depot.
http://bikeped.org They have wheelbuilding courses. The Hub Bike co-op also has wheel building courses.
http://thehubbikecoop.org/page.cfm?pageID=93
A course is a good place to learn without laying out cash for the tools. And a tensiometer is *really* handy. When you're starting, even having a well built wheel for comparison, it's tough to do it right. Sibley also has an open shop so you could build wheels there once you get the basics without forking out tool cash. And tensiometers and stands are tools that you'll only use occasionally unless you build a lot of wheels.