What are the risks of untrued wheels?
It is important to understand that spokes work in tension rather than compression. What that means is that the spokes at the bottom of the wheel are not 'doing anything'. The load is shared by all of the spokes to varying degrees and, particularly with cross-laced spoking patterns, that load gets dynamically transferred to use the strength of the available spokes. You can actually knock out a chord of a dozen spokes on the cheapest of steel rimmed wheels and the wheel will still be able to support your weight and get you home, albeit with gingerly riding style with no kerbs or potholes attempted...

Therefore, even quite seriously mangled wheels that are as true as a poppadom are surprisingly strong when riding on paved roads in a straight line. As other contributors have noted the problem comes with the brakes and stability at speed. You really do want to make sure your brakes are not hitting the tyre or falling off the bottom of the rim. If you have the slightest doubt then you can ride the bike using the other brake as your primary, using the brake on the affected wheel for 'emergencies only'. This should not be a problem if the weather is dry and you know what you are doing.  

Straightening out the wheel need not be something that you need to get the bike shop to do. Consider doing it yourself, with a spoke key on the wheel in situ. Here is a handy page on how to do just that:

http://www.kenkifer.com/bikepages/skills/spokes.htm

As for getting a spoke key, go into the bike shop with the bike and ask. There are a couple of common sizes and you will need to get the correct key for your bike.