Re:
definitely worth giving it a go at some point. I bit the bullet, bought a cheap jig and have built a few wheels which are still round, true and on bikes.
That said, of you want a good wheel builder, it is worth finding one. I've had a few built by local bike shops that have been shocking. I had no idea how bad they were until I had issues and due to a house move, had to find a new lbs who was very critical of the builds. You don't know what you don't know until you do. Its what prompted me to give it a go. My first build I wanted to get checked before I rode, took them to the critical lbs who was quite complimentary though did need to give them a tweak.
Even if you don't get it right, you'll only have to pay for a true rather than a build.
I went to one lbs and asked them to build me some wheels. Their advice was that even if I laced the wheels loosely, it would still only count as a true so much cheaper than a wheel build (£60 per wheel iirc), true, £10.
I still built them to the best of my amateur ability though, its the only way to learn as the feedback from the true job I can take to my next build.