My .02....
I have done both.....Scrounged for rims, bought the centers, CUT out the old centers (sux) second guessed the placement of the weld-in center, then worried about it not being true. Then there are the other expenses....lug nuts, studs, run-flats/beadlocks (good luck finding the magnesium ones...at least around here) o-rings etc.
This time, I just called daniel @ usa 6x6. I ordered first gen hummer rims complete with runflats for my rockwells. It was like 7 hundy shipped, but I dont have to worry about dealing with it, and can work on other stuff. And before anyone blows me up about Daniel.....I was in on of the first Hummer rim fiascos a few years ago with him, but believe me, his $#it is wired tight now. He send his rims out w/i .030" run-out (same standard as all steel rims).
OTOH-check out his new stlyes. kind of a modoular style that is easy to weld (read:almost impossible to **** up) and the price is killer.
Bottom line-the PIA factor is ALOT higher dealing with the rims.....
Hope this helps...Rob