I think I have always been worried about building my own wheels. Is it as hard as it looks?
I had a go a couple of years ago. It took about an evening per wheel, and at the end I hadn't got the spokes right so that they crossed over the valve (but then again I've bought wheels from shops that were like that!)
The first hundred or so miles on them were scary as I worried that they would fold up any time, but they have remained strong and true ever since.
It's not so difficult if you have a reasonable amount of mechanical competence.
BUT the good guys are waaay faster and more consistent. It's a bit like DIY bricklaying and seeing a pro do it - they use less effort, are faster and produce a better end result. Practice makes perfect.
Ride it or milk it!