There's virtually nothing a MTB will that a good roadbike wont except maybe absolute abuse.

When wheels are newly built after about 100 miles they settle (buckle, particuarly the rear one) if they are then trued they should last for 1000's of miles.

Virtually anyone can build a good wheel,some like those Mavic SSC's almost true themselves but this is the easy part,the difficult bit is getting them truely concentric say within 2 thou is the other,from left to right they should better this (these tolerances are rarely found on over the counters,only on DIY).I always used vaseline on spoke seats and copperslip on threads.

Spoke lengths can be pain but IIRC 36 small flange 3 X with 700c were 298mm and of course the rear gear side (offset) 296mm but if you have any difficulties with radials or oddballs ring a reputable cycle repair shop for advice.

Dependant on your area but good older Reynolds 531 road bikes weighing about 21 lbs can be bought for about 50 notes (yes they will need a sedis chain and the seats tatty) but if your needs are a 14 lb Lance Armstrong special then the price rises a 100 fold plus,the choice is yours.

 next week brakes.