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What a worn rim looks like.
Small rims wear faster than those on full size wheels, so we have to pay extra attention.
 
Here you can see the concavity gouged after about 3 or 4000 or so miles of riding on this rear rim, in all kinds of weather. This rim is about to blow......
And here it is- cracked. The upper lip is bowed out. I felt it first while braking the rear wheel. There was a thump-thump feeling, so I stopped to check it. When I found this, I let some air out of the tire and rode home carefully, not using the rear brake.
If the crack worsened, the tire could have blown off. Sometimes, that is how one finds out a rim is worn, and it can be quite dangerous, especially in the front.
You can hold a straightedge against the rim to estimate the wear. I usually get 1mm or so of wear before the rim cracks with the Sun CR18. One way to test a rim is to overinflate the tire by maybe 50%, and look for rim bulging or cracking (put on a mountian of ear protection and safety gear first).
 
 I was told of a story where a bike messenger in San Francisco was riding downtown, and a BANG was heard- and the next thing he knew was that his leg was bleeding. The cops were called (bystanders thought it was a shooting), but when the smoke cleared, it was apparant that his rim had failed, worse than the one above. A shard of rim aluminum had been driven into his calf.
Of course, all this can be avoided by using disc brakes. Here is a picture of my cable controled Avid BB rear disc. I brazed on fittings and braced the stays with a short piece of tubing. The coin with the hole in it stands off the panniers from the caliper. The rack was in the way, so I cut it and put a curved tube in to clear the brake.
Much better all weather braking, and no rim wear at all. I use this rear brake for 95% of all my braking now, so I didn't need to replace the front brake; which I presently use only for hard stops.
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