Originally Posted by timcupery

Just so people know what's going on here:

Cosmetic anodizing is much thinner, has no structural benefit or downside, and is just put on the rim for the sake of pretty colors. As noted above, relatively easy to remove.

Hard-anodizing the surface of a rim is a holdover from when people thought it would make the rim stronger. It does make the surface of the rim harder. But rims never really fail from their surface being too hard. Hard anodizing decreases braking performance, but is mainly a problem because cracks in the anodizing can act as stress risers and propogate into the aluminum itself, making hard anodized rims more likely to fail by cracking at the eyelet.

Hard-anodizing does wear off over time from friction with the brake pads (especially from riding in the rain), and braking performance improves. Below is a picture of my Mavic MA40 front rim, with hard-anodized coating obviously worn down where the brake pad contacts the rim.