The Stigmata is supplied with a cyclocross wheelset. They’re sturdy: 40c tires and beefy aluminum rims. I’ve been riding these everywhere so far. they’re perfect on gravel or trail, and plush on road. Tires don't show any wear after ~300 miles.
I’d like a road wheelset, essentially because road tires will be faster on pavement.
25-28mm wide tires
15 x 100mm front thru axle (most road bikes use 12 x 100mm)
12 x 142mm rear thru axle
Disc brakes, 160mm diameter, 6-bolt mount
Sram cassette (OEM wheelset is 11-32)
Zipp 303 Firecrest Carbon Disc Brake Road Wheel Tubeless ($1100 front + $1300 rear, 1530g)
Mavic AllRoad Pro UST Disc ($1100 pair, 1620g)
Mavic Ksyrium Pro UST Disc ($1100 pair, 1610g)
Santa Cruz makes wheels, though not cyclocross wheels yet, despite rumors ($3200 pair)
Aluminum or Carbon?
Comparing low-end carbon wheels to mid/high-quality aluminum training wheels, there seems to be a big difference in cost, but not much difference in weight. I’d rather buy a good aluminum wheelset than a bottom-end carbon wheelset.
Aero rims don't make sense on this bike. It’s so draggy in other aspects that there wouldn't be much of an advantage.
Wheelset: Mavic Ksyrium Pro UST Disc
Tires: Yksion Pro UST 25mm (included with wheelset)
Axle Cap: Mavic QRM+ Front End Caps, 15 x 100mm
Cassette: Sram PG-1170 11-speed 11-32t
Got the wheels for $880 from competitivecyclist.com. (CC offers accessories like rotors and cassettes at a discount if they’re installed on a wheel or bike, and they do the installation for free. It seems like the only way to access these discounts is by asking via chat or phone.)