Here's a tip from someone who has only recently built their own wheels for the first time. That Roger Musson book? he advocates winding each nipple up to the 3mm point. I tried that and failed miserably. Instead I took each nipple down more or less evenly, right the way around, say 3 turns at a time to start off with, until the 3mm point, then carried on as suggested. (I also kept track of each spoke tension, once it started to be under tension, so I could balance stuff out)
I can easily see that the "3mm takes too long" is right for people who have built many times before, but I venture to say, not for the likes of you and I who have to ask about these things.
(I'm pleased to say that my wheels have stayed 100% true despite a real thrashing on London's finest)
ETA - all my spokes finished the whole length of the nipple.