I have a few shops in my area that do powder coat and do great work for prices that are completely reasonable. People tend to think that powder coat is really expensive, and are usually surprised to find out its not nearly as much as they think. Especially when doing black, as that is the most common colors that shops use, so they can do more than just your rims while they're at it, thus bringing the cost down. I was quoted $50/wheel at the shop that did my frame when I was building my bike, and if the quality of the frame was any indication, I would gladly have done the wheels, but Im planning on going with a different wheel.
Basically call a few shops and ask around, because the prices do vary a little bit between shops, but its not too expensive at all to powder coat wheels.