powdercoated wheels
I had the wheels powdedrcoated on one of my bikes. The finish is bulletproof, and cleans up easily with wd-40 on a rag and an occasional waxing. (The waxing is for my head only--the coater said it not needed). Just make sure that the powder coater knows clearly what areas have to be masked off (all mating surfaces for rotors,etc.) and exactly what color you have chosen. (my wheels were mistakenly painted black). Also bearings, etc. must be removed. The cost is usually around $200-250 per set, more for metallic colors. (That includes the mandatory Long Island Rip-off surcharge.)
It's best to do it at tire replacement time. I took off both my wheels, brought them to the stealership to remove old tires and bearings, then off to the coaters. Three days later I returned to the shop and had new tires and bearings installed.
There's really no negatives.