Depends on which Deep V. If you have a powdercoated rim, braking on a powdercoated surface is erratic and unpredictable, plus it embeds bits of powdercoating in your brake pads that will score your rims more aggressively. Plus, when the brake pads finally break through the powdercoating layer, it looks really horrible.
If you have anodized Deep V rims, it has no effect except for the cosmetic effect of scraping off the anodizing, which the machining would have done anyway.
Most of the really wild colors are powdercoat. The anodized colors are silver, gold, grey, one of the browns, black (which I've also seen powdercoated), and a couple other colors that come and go. Just be sure it's an anodized color.
The actual braking surface is still extruded flat on all the rims, and on the machine rims is simply finished flat -- it is a little flatter but it's not even like on many box-section rims from the 70s and 80s that had fairly curved braking surfaces. I'd go so far as to say that the non-machined rims up close look to have a braking surface that detracts a bit from my ideal track-wheel look which wouldn't have a braking surface at all.
(Some of the answers above appear to be from folks who want to help but don't realize that Deep V's have these finishing issues.)