Yes, stronger wheels will be more resistant to damage and going out of true.
Wheel strength is a combination and balance of of rim strength, number and gauge of spokes, spoke tension and the quality of the build (spoke tension evenness etc.)
If you are denting your rims on bumps, or they are going out of true there are some things you should do before considering new wheels:
* Avoid hitting bumps, and use good technique of you have to ride over them. See recent question about this Is it a good idea to lift the front wheel to go through small bumps?.
* Tire pressure should be enough so that the rim edges are not hitting the road surface.
* Consider running larger tires, if you bike can accommodate them.