I started out with a set of Shimano RS10s
http://www.highonbikes.com/shimano-wh-rs10-road-racing-bike-wheels-700c-black.html?gclid=CLOpsY-b57ECFQFItAodDn0ARA
They’re pretty light for the price, and the rims are very stiff and strong (much stiffer than the Open Pros that replaced them). The downside is the low spoke count, lack of user-tweakability and the eye-watering cost of spare spokes.
If you’re planning on building up more of an all-round CX bike for touring and commuting, a more conventional set of wheels would be the way to go, but if I was just racing I’d get these. Mine eventually had to be retired after using them for laden off-road touring, but in fairness that’s not what they’re for.