oleritter : Yep, I agree on the spokes. I once had a wheelset built with DT Revolutions (32h 3x); the front wheel is still going strong after 30k+ miles, but the rear wheel came out-of-true before I got to the end of my driveway -- and it would never stay true, no matter how carefully the spokes were tensioned. Every time that wheel was trued, the spokes wound up, and the tension would be released when I got on the bike. And at the time I was <170 lbs. The only solution was to replace the Revs with DT Comp spokes.
The reaction you describe is actually typical of a wheel with too much spoke tension. Once you reach the limit that the rim can handle, it becomes unresponsive to truing efforts and won't stay true.
On rear wheels, I always use 14/15 gauge spokes on the drive side where the tension is high and typically use 14/17 gauge on the non-drive side (laced radial). In wheels with asymmetric spokes (8/16 for example) I'll sometimes use the same spokes on both sides, since the tension is more even.
CX-Rays (or other bladed spokes) should be easier to deal with, since (as you mentioned) the winding-up can be seen and can be stopped with a pliers or some special tool for holding the spoke in place. I just prefer the bombproof-ness of standard 14/15g spokes, since I'm not a weight weenie.
I always pinch spokes as I tension them so I can feel the degree of windup and the "release" point where the nipples start turning on the threads. It's from that point that I gauge how much to tighten/loosen the spoke. Once I've made the appropriate amount of adjustment, I turn the nipple in the opposite direction to remove the windup. I won't get it perfect every time, but the rest will come out when pre-stressing the wheel.
Here's a wheel question for you: do the forces of disc brakes necessitate more (or stronger) spokes? I've seen different theories on this. I live in an area with many long and steep (>20%) grades, and have wondered about this.
Spoke strength is not an issue, as you can easily hang your body weight from a single spoke. When building disc brake wheels, I use the same number, size and crossing pattern on the spokes on both sides of the hub.