I'm going through the same thing right now and I've pretty much decided that the way to go is to buy the rims and hubs and either build the wheels yourself or have your LBS build them.
My LBS charges 40 bux a wheel and around 1$ apiece for double butted spokes...so around 150 to build up a set of wheels if you provide the hubs and rims.
...on the other hand you can get a truing stand for about 75bux and build em yourself.