I guess I'll try to contribute to this thread as well.
The first thing I'd say is to think about what you're doing. Make sure you have everything you need. Then decide how anal you want to be about building your wheel.
My tip to most people just starting out, is to go to their local shop and buy a complete cheap wheel. Take it home, disassemble it and re-build it several times just for practice.
If you are comfortable with that, then move on to building your own wheels for riding.
I have a couple tips that may differ from what others are doing and you're free to argue with me if you disagree. I don't claim to be the one who knows it all, and my biggest focus is on the mechanics of it and not on the theory of it.
If you want to be anal and you want to build a good wheel, you must have a decent truing stand(doesn't have to be super expensive, but you should try to get one that is stiff) it will make truing a bit easier. You also will want a tension-ometer.
A nipple driver works and is handy, but for new guys, I don't recommend a fixed dimension one like the Sapim. The reason for this is that not all spokes have their threads cut/rolled the same, particularly in a rear wheel when you are dealing with two different length spokes which come from different production batches.
Take a look at some spokes at random of different lengths. You'll notice that some have 9mm of threading, some have 10mm, some are 10.45mm and another is 10.2mm. My point is that they are all different. Some are close some are not. For an experienced wheelbuilder this isn't a very big deal, it simply takes a couple minutes longer when tensioning a wheel. However one thing that is more consistent in spokes is the total length of the spoke. So if you start with a nipple driver that has an adjustable depth pin you take out the initial uneven tightening you get by using the last thread as a stopping point. There are several out there, the one that comes to mind first is the problem solvers holy driver. You set the tip depth to whatever you want(something close to the first thread on the first spoke you do) and then as you tighten each spoke, the tip will hit the spoke as it comes into the nipple and actually push the nipple driver off of the nipple. This ensures that each spoke/nipple is started and equal distance from the end of the spoke which produces a more consistent starting point and makes for a wheel which requires less attention to rounding.
The most difficult part for me is to reach perfect roundness, I still can't get it so good. I once got a wheel from a good mechanic and it was so incredibly round... there must be a trick to reach this result. I try to start by threading nipples by hand the same number of turns, but I think this is not the trick as it didn't worked that well for me
Thinking like that will get you into trouble. You have to remember, no wheel build, by anyone is ever going to be perfect. If it's perfectly round, spoke tension won't be perfectly even. If spoke tension is perfectly even, it won't be perfectly round. That's due to the fact that tolerances in rim manufacturing are not perfect. Some wheels are definitely going to be round or truer than others. A good example is that a carbon wheel will almost never be as true as an aluminum. This is because carbon has more variation in the width of it's sidewalls than an alloy. The idea is to balance things as best as possible. I've had wheels were at one point the rim got wider on both sides, and plenty that were less round at the seam.
As legs said, lube is important. I personally don't like thread lock to start a wheel with(I use spoke freeze at the end) but to each their own. I like spoke prep or linseed oil on the threads of the spoke. Another often overlooked lube point is the eyelet of the rim. A drop of grease on there reduces friction from the nipple/rim interface.
Some suggest you true and round the rear wheel using only the drive side spokes, but not at full tension. Then once that's done, you'll add the NDS spokes and use those to dish. As you dish you'll bring the DS spokes up to tension. Some people like this method, others don't.
Another trick for bringing tension up without taking a rim out of round is to tighten only every third spoke rather than each one in order. By doing this you tension only one of each spoke of each set and in order.
Also, use small turns when bringing tension up.
I've got a question on dishing, what variables determine the amount of dish a rear wheel needs? I have no problems with a front wheel, but I just can't figure out how much for a rear wheel.
Dish is simply of saying a rim should be centered between the axle ends. However because you have a cassette on one side of the hub, you have to have flanges that are unevenly spaced from the center of the hub. So when you rim is centered on on the hub(from end to end) it looks like a dish because the rim does not sit centered between the flanges. I hope that makes sense. I guess a simplier way of saying it would be to simply make sure your rim is centered. Don't think about dish just think about getting it centered as you would with a front.