I've built a few (100+) sets of wheels so I can answer a few questions...
An excellent site would be to check out Sheldon Brown's wheelbuilding page, very detailed, can lead you step by step through the process.
I've had excellent success with Bontragers Valiant rims, a very sturdy box rim with a retro flair. Priced fairly as well.
Damon Rinards spoke calc excell based system is a great reference source, having a very complete database of hubs and rims.
The Spokey wrench is a great tool, not only for its comfort, but because it grips the nipple on all four sides, eliminating stripping.
A quality stand, such as Park's TS2, is a must. If you do not have access, a cheap stand with a good dishing tool and a lot of patience is in order.
I would suggest getting a comfortable spot, laying it all out, using a bit of linseed oil instead of lube on each spoke thread, and enjoying yourself.