"Are there any advantages/disadvantages of machined Deep Vs against nonmachined deep Vs?"

You want machined if you're going to be running a brake so that the brake pads are grabbing metal and not paint. Other than that, the differences are strictly aesthetic.

"Is there anything that makes the sidewall "deeper" than the normal Deep Vs that you see everday?"

Some brands have 42mm / 43mm deep V style rims now. The Velocity Deep V is 30mm. Again, this is mostly cosmetic, but if you're going to be doing tricks/jumps, you may want to do more homework to find out which is strongest.

"Weimann vs. Velocity. Which is better/"

What are your criteria for "better"?

Weinmann are cheaper / heavier, but are more cost-effective for just riding around town, since you're probably not going to run either at the velodrome.

Things to consider?

Bell's Bike Shop - These guys sell most major brands, I'd give them a call.