As mentioned above, separate your inner and outer spokes. Inner spokes are put into the hub from the outside and they have a shorter bent leg on the end. Put all the inner and outer spokes on one side of the hub. Have your pattern in your mind and start lacing all the inner (or) outer spokes. For a 40 spoke wheel each inner (or outer) spoke will skip 3 rim holes and all will go in the same direction. Then do the inner (or outer) spokes on that side of the rim. Start your spoke nipples with 1.5-2 turns only! Be careful with this. Flip the wheel over and do the other side. Again be sure to turn the nipples on with only 1.5-2 turns. Once all the spokes are installed put the wheel on a stand and make a starting point with a piece of taps on the rim. Proceed to tighten each spoke one right after the other with only 1 turn. This is time consuming but will pay for its self when you go to true the wheel. After ~4 complete revolutions of the wheel the nipples will become snug. make one more go around of tightening. You are now at the point of being tight enough to start truing the wheel. No spokes should have a dull/no twang when tapped with a wrench. If you tightened the nipples like I mentioned above the wheel should be in a state where hop and run out are minimal and truing should be fairly easy. I do the hop first, then wobble. This will take 2-3 passes for the wheel to be finished.
-P.