I had the same thing happen when I started building wheels. I used a few spoke calculators, rounded down, ended up with spokes that were a bit too short. I switched the (generally standard) 12mm nipples for 14mm nipples because I couldn't stand the couple of threads showing. It is a pretty easy change too, just loosen all the spokes and switch one by one. No need to re-lace.

Some people say that 12mm, 14mm, and 16mm nipples don't (shouldn't) affect the spoke length. In my experience this is not true, in fact some spoke calculators accept the nipple length as criteria and output slightly smaller spokes when a longer nipple is input.