Perfect timing for this question, as I am doing my first ever wild rice lager this weekend!

So, I've been doing some research on this. In fact, I was working on the recipe last night. I've thought about brewing a wild rice lager ever since I had James Page Boundry Waters Lager which was made with wild rice. I used to love it on a hot, sunny day. Sadly, JPB was bought out by some marketing types a few years ago and run into the ground.
Wild rice is a grass, not a really a 'rice' at all. It has to me harvested in paddies, usually in Minnesota, Michigan, northern Wisconsin and Cancada.
From what I've read, you have to be licensed to do that. Because of that, it is expensive to brew with. I found it
on sale at a local grocery this week for $12/lb. - and I'm using 1.5 lbs. (11%) in my recipe!

I'm sure it would've been cheaper getting it by mail-order, but I was too lazy and shelled out the $$$. If you can get it cheap, do it! It is dark brown in color and adds a nutty flavor. Using 10%-20% in your grain bill is recomended.
BYO has some good info
here.