I don't use a stand at all. The wheel doesn't have to rotate in the vertical plane to test for run-out. I just clamp the axle vertically in a vice (using suitable soft jaws), so the wheel spins in the horizontal plane. ith Mount a pointer on the bench and bob's your uncle. A wire pointer is a good enough run-out indicator to get the wheel to within a millimeter. I've tried using a dial gauge on occasions but it's a bit too sensitive. The needle waggles all over the dial.
As for general advice, it depends on how much you know already. But here's a couple of basics ...
Measure and photograph the old wheel before you disassemble it. Easiest way to disassemble an old wheel with rusted spoke ferrules is to cut the old spokes with bolt cutters or an angle grinder.
Make sure you get the offset right when reassembling. Most rims are central with the hub, but occasionally there might be an axial offset.
A common mistake people make is to over-tighten the spokes. They only need to be sufficiently tight so they won't rattle loose. Perhaps no more than 1 turn from when they take up. Obviously some will have to be more or less tight if the rim isn't perfect and needs to be pulled into shape.
Think of it this way: With the wheel set up and adjusted true, the spokes will be under some static load to hold the rim firmly in place. When the wheel is put into service, it will be subject to quite substantial dynamic loads as well. Imagine the bike landing after a jump. The entire impact load is taken by the tension in few spokes at the top sector of the wheel. If the static load on a spoke is too high from over-tightening, then the dynamic load can push it over the limit and break it.
Cheers,
Cam