Nashbar has DT 15/16/15 spokes for cheap. I'm thinking about building up a 36 hole 3x front wheel with these spokes. I'm 6'2" and 242lbs. Should I be concerned? Can one build up a stout wheel using these spokes?

I have a front wheel that was built up with 15/16's with a 36 hole hub back in 1983. I've crashed it 5 or 6 times, and in the 22 years of use, have never trued it. It was built with a Mavic MA40 rim and a Shimano large flange hub.
The wheel is used mostly for training, and must have over 40 to 50,000 miles on it.

Nashbar has DT 15/16/15 spokes for cheap. I'm thinking about building up a 36 hole 3x front wheel with these spokes. I'm 6'2" and 242lbs. Should I be concerned? Can one build up a stout wheel using these spokes?

Yes, a set of tough wheels can be built with 36 15/16/15 spokes, especially if a stiff and strong rim is used. I weigh much less than you (180 lb. at my heaviest), but my 28 spoke wheels with DT 15/16/15 spokes (and lightweight rims) have been completely trouble free.

Of course, a large key to durable wheels is proper construction. Remember to set the spoke line, use high and even tension, and stress relieve the spokes. (With 36 spokes, the limit on spoke tension is the strength of the rim, not the strength of the spokes, so 15/16/15 spokes should be tensioned just as high as thicker spokes would be.)