I bought mine already built, but I was considering building a similar set myself so I'll answer as best I can.

1) Spokes: this was easy for me as I am TIRED of the horrible cross-wind performance of my current wheels. Wanted a nice set of "old school", non-bladed spokes. I'm not hard on wheels (being 120lbs and riding fairly decent roads) so lightness over durability for me (to an extent; I don't want the wheels tacoing on me either)

2) Rim: Again wanted something low profile to reduce cross-wind problems. That limits it some, but there's still a large selection.

3) Hubs: Eh, honestly I don't care so long as they hold up and are reasonably light (LOTS of hubs fit that bill). Picked Kings for the blingy anodized red to match my bike.

Aside from that you can go to a good wheelbuilder with basic ideas like these, basic ideas of what ride quality you want, and a basic price range and they can help you pick what will work best.

So I'd go to a wheelbuilder with something like this: "first priority is to minimize effects of crosswinds (lowish spoke count, thin spokes, low profile rims). Also want a wheelset that feels snappy and lively and accelerates well (as opposed to one that rides smooth; this is my personal preference. This distinction will help narrow rim choices). Want as light as is feasible, but expect the wheels to be durable for my weight and riding style. Budget is XXX"

They should then counter with ok we can do XXX or XXX or maybe XXX here's the benefits and drawbacks of each.

(Going somewhere like RBR forums will also give you a good idea of popular builds and characteristics for hubs and rims since they have a wheel specific forum with lots of people riding custom builds.)