I had this same problem, and didn't quite believe that it was a missing font reference at first. However, you can confirm this is the problem by removing all NGUI elements from the scene and attempt to build again. I eventually narrowed this problem down to two Popup UI elements whose font was set to a nonexistent Lucida Grande font. I used the methodology below. I hope this is of some use to anyone who has this problem.
NOTE: To fix this problem, you can't just look for UI Labels and do a replace on the fonts they use. Other elements have a reference to Fonts that are not easily revealable just by searching. The best way to troubleshoot this is to
1. Make a prefab of your NGUI UI setup.
2. Put it into a blank scene
3. However you organize your UI (likely multiple top UIPanels) delete the top-most orgizanational elements one at a time and build until you are able to successfully export a build. That way you can narrow down the area that has that Lucida Grande null reference set and then look in your prefab for the UIElements whose font is set to it.
PS. I'm not sure what originally broke the UI because this used to work just fine, and then suddenly stopped working (I didn't notice for a while because I didnt build for three-four weeks). I would love to hear the cause though; a lot of people have ascribed this to Unity 4.3 breaking something, although I haven't seen that confirmed.