you can use brakes on un-machined rims that are powder-coated but plain and simple performance sucks. I attempted this on my fixie TT machine for the mere reason that brakes are required at races, and yeah, they work, but POORLY.
I would have expected the coating to wear off in short order, but it doesn't. For reference, my rims were Deep-V's in black, un-machined.
Cheers~