I have been told more times than once that they do need to be blasted. I was also told this by a guy that was selling 20 to 30 sets of black powder coated rims a week.
I personally feel as though one would get a much better bond with the stock H2 wheels being soda blasted first as they surely are very slick and have some sort of coating on them. And for only $75, I can afford to be wrong.
You can see mine on Saturday Det!!
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Black 2003 H2 - Just like most of yours, just possibly with less crap bolted on.
My job:
http://www.HardOCP.com