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Well i went to Precision Plating today. They've never done rims before, but it would be $100 per rim for just the anodizing process, more if any refinishing is needed (buffing/polishing). Chemical stripping is preferred, he told me that if it was a sandblasted finish the finish consistency would be too unpredictable (spots). I forgot to ask about colors, but at least i have a price.
Here's a pic of a chemically stripped rim. The anodising will only be as good as the prepared finish ... get it perfect and the finish will be perfect.