I'd use nipple washers. The washers are there to let the nipple turn without grinding away the aluminum rim. Makes for much smoother truing at higher tensions. As a bonus, if you use aluminum nipples, you won't grind away the nipple either.

Most shops will either have them or be able to get them. I think DT makes them.

The (brass) eyelets on eyelet'ed (sp?) rims serve the same purpose.

cdr