Make sure all spokes are of roughly even tension, otherwise you can pull the brake drum oval. As others have said, many of today's new wheels are poorly made - more pear-shaped at the weld than round and trying to compensate for that will result in an out-of-round drum. I've had to send rims back before now; some I couldn't get under 1/4" runout at the weld. Others I've managed to improve with a little panel beating. I find (generally) that alloy rims aren't too bad.