Rims and spokes would be a good idea

Depends what you are wanting them for. Can't fault your choice of hubs though, they are very nicely made.

Short of carbon fibre rims. Other than that strength and lightness rule. The rear hub is going to be approx £350. I am not going to spend bizarre money when good money will do the same thing. The rims have to be UST or tubeless.

I also want to buy a wheel building rig and build them myself. Any tips on building would be appreciated.

With regards building them yourself, my recommendation would be to get a cheap set of hubs and rims, plus a couple of boxes of spokes.

Practice, practice and practice some more on those. Wheel building is not simple in the slightest, and I would imagine is virtually impossible to learn well remotely. I was trained by an ex pro team mechanic, and it took several goes to get it right, even with constant supervision.

It's the little things - alignment of valve hole, even tensioning without stretching the hubs or rims, dishing it correctly and stressing/destressing the rim during the build.

Seeing as you're getting pretty much the nicest hubs out there, but the build is everything. I wouldn't build my own wheels now, even though I've built hundreds - I haven't done it in ten years and they wouldn't be any good at all without that practice.

Don't want to put you off - I loved building wheels, probably the only truly handcrafted element of a bike. Bloody theraputic when you know what you're doing, bloody stressful and expensive when you dont!

Depending on what you are using them for I would go with ZTR rims, guide here; http://www.notubes.com/ZTR-Rims-C18.aspx

I have a set of ZTR flows and Hope hubs, bombproof!

Maddad, Ztr flows would be my choice but maybe a bit overkill for OP?