I'm in the same camp of suggesting a custom build from a reputable builder. Those cheap outtabox wheels are usually machine built, use really crap bearings in their hubs, and are always traversing a fine line between weight and durability. In the long run you'll end up paying more for a wheel set that you thought was a really good deal in the beginning.
With that being said, choosing a wheel set really is nothing to take lightly, or go for the absolute cheapest, since it is the most dynamic component on the bike. I think it was Bustedknuckle that said from a previous conversation that it's better to have a cheap frame rather than cheap wheels. That's absolutely right. Sure, if you're hurting for money, there are deals to be had on some very decent wheels, but you want to talk to wheel builders. Take stock of what you'll be using them for, rider weight, your local road conditions are a factor, and take an honest self assessment of your riding ability and/or style.