Only the edges of most rims are polished, the rest is left as a cast aluminium finish which is usually very rough due to the sand casting process or whatever they use. To answer your questions:
1) Best paint stripper is aircraft paint stripper. Do NOT buy the spray can, only get the big jug and apply with a brush. Let it sit for 15-20 minutes and clean part with a thin wire brush followed by a pressure washer. This should get everything off. However, make sure not to let it get on your tires as it can at times make them bubble.
2) For painting, I like wallmart 99 cent cans of primer. I've honestly tried every single brand of primer from duplicolor to rustoleum and still, the wallmart ones are my favorite. One can is usually enough for 4 16 inch wheels with open spokes (a ton of small spokes or a larger wheel will take more cans), you want to do do 3 light to medium coats. Paint is the same way, paint with about 3 light coats, let it sit a few hours to cure, and then 2-3 coats of clear. Rustoleum clear you can buy at lowe's is the best in my opinion.