Install hub dynamo on new cyclocross
1) Wheel building is non-trivial and takes practice but there are some good references (and J. Brandst, The Bicycle Wheel). I don't know if a dynamo hub will be harder than a normal hub, but the first order of business is finding a decent dynamo hub which takes a disc rotor. 

2) On reusing nipples: Given how cheap nipples are, why would you bother? Though you can probably get away with it safely.

3) A built wheel is probably your best bet (along with selling the old wheel to get some of the money you're going to have to put into even getting a decent hub dynamo). Some people like Peter White Cycles (no affiliation) do wheel building for many compatible decent hub+rim combination. 

Note that you'll need access to a few pieces of special equipment for wheel building on top of the components - a truing stand, a spoke wrench, a dish stick and a spoke tensiometer. [Well, you don't really need the last two but they'll make your life easier]. So if you're looking to just save money (and it sounds like you are with question 2), you might find that in net, getting the wheel built by someone whose good at wheel building and stands by their work saves you money in net (and time too).