Depending on the depth of rust penetration they could still be useable. Products like Evaporust will remove the rust without affecting any of the plating like acids will. Once rust is removed you'll have to protect the newly clean steel from rusting again, perhaps a self etching primer will be suggested.
It will be much cheaper to attempt to save your existing wheels than to replace them. Spoke kits are plentiful, both zinc plated and stainless steel.