You guys should read what Grant Peterson has to say about machined rims. Here's a hint: Rivendell bikes only sells non-machined rims.

Braking will eventually "machine" your rims for you. Anodizing will have no effect on braking.

Powdercoated rims, on the other hand, will probably have poor stopping power until the paint rubs off. If you are getting a powdercoated rim then get a machined rim - it's going to end up like that in the long run anyway.