I've heard of using oven cleaner to remove anodizing but it leaves a nasty looking surface that needs a lot of sandpaper or similar work to give it a nice brushed look. And on rims the eyelets will be in the way so you won't be able to do a nice job around them and they'll all have a halo of funky looking nastiness. On top of that the oven cleaner is a caustic soda (ie; lye) that if you don't clean away totally will continue to eat at the metal until the caustic soda is used up. And the surfaces left behind are prone to the white corrosion that occurs with bare raw aluminium. For example around the eyelets again or inside the channels of the extrusion where you can't rinse very well. If not rinsed well enough you run the risk of premature failure at one or more eyelets or in some other area due to more of the metal being dissolved than just the anodizing.

All in all it's better to pay a little more and get silver anodized rims in the first place. Especially since they are usually cheaper. Or learn to love the black rims.