Yes, lots of folks have. The RYCA cafe' conversions use an alloy rear rim, and you can get a front one from them as well.
I bought my stainless spokes and Excell alloy rims from Buchanan Spoke and Wheel.
Another fellow went for a more vintage look with the shouldered rims.
Rims can come anodized and it is more durable - or you can get them in plain aluminum and it is more subject to tarnish or corrode.
Tire Size - Rim Width: You should determine what tires size you want before you pick the rims. Tires are made to fit specific rim sizes and the tire does not have the intended tread shape if you put the tire on a rim that is too wide or too narrow. Currently a lot of Cafe' bike riders are putting a 130/70-18 tire on a 2.50x 18 rear rim - and the tire is made to fit on a 3.50x18 rim. I did this on my first tire, and if you look at the photo above you can see how my rear tire has the tread rolled over onto the sidewall where it can never be used...the beads are pulled in 1" narrower than the tire was designed for, and the tread has become too round. Here is a link to the Cafe' tire discussion I posted...and I believe the correct tire size for the 2.50x18 rim is a 120/80-18.
http://suzukisavage.com/cgi-bin/YaBB.pl?num=1435340395If you are staying with the cruiser look, you might consider changing to a 16" diameter rear rim, as the tire selection is so much better. In the above link there is a tire fitment chart that shows what size tire fits on what size rim.