Did the rim have a single, clearly machined depression when you got the bike? If so, that would be the wear indicator. When you can't see or feel the depression anymore, the idea is that it's time to replace the rim. I can't tell from the pictures whether that's true of your rim or not.

I think I see two orange depressions, but I can't say for sure.

For what it's worth, I bought some cheap-as-hades Alex-rimmed wheels at Biltema here in Sweden, with the grooves (and one with a dynamo hub, for about US$65!), and everything has been rock solid. I suspect I'll use one with a normal tire, and the other with a studded tire this winter.