Aluminum Anodizing is an inexpensive process. Look in your local area under the heading of "Metal Finishing" and/or "Metal Plating." All plating shops will do anodizing. If northern LA is not industrial enough to offer you several choices, then Dallas TX will surely have a dozen places to choose from.
To dip wheels, you will need to find a shop that handles single parts the size of the wheels. The shop needs to have a power supply big enough to energize the surface area of the metal being anodized. Because of this, I would avoid the very small "mom'n pop" sized operations.
The official name for this process is "Sulfuric Acid Anodizing," it is priced by the LOT. At a large sized industrial plating shop, your two wheels would more then likely make up a single lot. The going rate for a lot is about $100 for clear or black (up in my home turf -- the Northeast), other colors would be more expensive.
The anodized surface grows an aluminum oxide coating with an open pore, ultra hard surface structure (aluminum oxide is the 3rd hardest substance on earth). Before you do this, ask around for comments from those who have anodized their wheels. I would be curious to hear how easy it is to clean such a wheel.
Another thing to keep in-mind is that the finished shade or color of anodizing is alloy dependent. This means that your wheels may come out a different shade of clear from your existing body panels. More then likely, both are made from different grades of aluminum alloy.
There is a large selection of very cool Teflon and Teflon-like spray-on materials that are commonly added as a secondary process to anodized aluminum. There is a "clear Teflon impregnated spray-on film" that is designed to soak into and seal the porous surface structure of anodized aluminum. Such a slippery coating would probably be an ideal thing to add to a wheel which is constantly under the road abuses that wheels endure (salts and oils come to mind). These coatings are commonly added to specialized aircraft components, and its addition could become expensive. If you shop around for such spray coatings, make sure that they are very clear and that they do not discolor the metal, because there are 20 or 30 different things that you can do for post anodizing processes, not including the many coloring dyes that are put into the anodizing bath itself...
When you are preparing your wheels to be shipped out, progressively wet sand any blemishes that may currently mar their surfaces, then polish to a consistent look with something like Mother's Billet Polish. Carefully wrap all the surfaces with soft paper and package the wheels so they do not get scratched. After anodizing, you can not fix any blemishes without chemically etching off all the anodize -- then starting over.
When comparing your local plater's price, remember that this only includes dipping the wheels in the anodizing bath. If you inquire with ChopperSteve, you may find that his people will apply the labor intensive cleaning, sanding and polishing to your wheels, prior to anodizing. So ask about the details. DIY if fun, but can be challenging, because you may need to do a lot of prep work before shipping your wheels to your local plating shop. If you don't like DIY, go with ChopperSteves approach.
Sorry about the long read... this is just my :2cents
After having anodized thousands of parts used in semi-conductor manufacturing machines, this is the type of project that might motivate me over a NE winter, so I'm curious to hear from people that have had their wheels anodized...