Yes, it's normal. Your brakes (ALL brakes) work by friction. Friction + wear. Gritty riding, as is
encountered in MTB'ing, accelerates the process, of course.
Anodizing is only a controlled oxidation of the surface of the aluminum, which, unlike steel,
becomes harder when it combines with oxygen, protecting the metal underneath. The greyish coating so
familiar to old aluminum screen doors is, in fact, a natural anodizing.
However, this protective coating is only a couple of thousandths of an inch thick (a little thicker
than the hair on your head) when they were new, so it's not going to last forever. It's just a lot
more noticeable with "colored" anodizing, which I assume you have.
Don't worry about it, it won't harm your rims, they're just as strong as when you bought them.
Again, assuming you have cared for them properly.
May you have the wind at your back. And a really low gear for the hills! Chris
Chris'Z Corner "The Website for the Common Bicyclist":
http://www.geocities.com/czcorner