Which usually wears faster - wheel rims or brake blocks? I was wondering which you'd expect to wear faster: wheel rims or brake blocks.

The reason I ask is that my mileage has shot up the last couple of years so I'm seeing a lot of wear on things I never knew could wear.  

I'm told that chain, cassette and front chain rings should generally be replaced together. As per comments and answers I won't be using that cycle shop again.  Luckily it didn't cost me too much cash.

I was wondering if the same applied wheel rims or if or if wheel rims are expected to last much longer than brake blocks?



Edit

So here's what prompted the question...  I have some "Mavic Open Pro" rims bought two years ago.  I've burned through less than 2 sets of brake blocks since.  This last month I've started hearing about rims wearing and the existence of markers.  Here's where I get stuck.  I can't find any markers.  

So although the above seems a stupid question I'm trying to figure out if it ever had them?  I'm presuming not because I would have thought I'd notice and I shouldn't have worn them smooth yet judging from comments.  I'm also trying to figure out if I don't have them what the sign would be if they need replacing.

By the sound of it I wont need to worry for a while, I've got a few brake pad changes left in them yet... but for piece of mind I wonder if there's a way to know if they're out of tolerance without markers?
Rims last a lot longer than brake pads. It's difficult to put a number, as it depends on so many parameters, but personally I change brake pads roughly once a year (2-3'000km), and I haven't ever changed a rim due to it wearing out. (There has always been other reasons to change them.)

On many rims there's a tiny groove in the middle of the braking surface. You're supposed to change the rim when the bulk of the rim has worn down to that level. (But as I said, it hasn't happened to me yet.)

Regarding your other advice, 'replacing cassette, chain ring and chain together', it's not the most common of advice, to put it bluntly. The advice you're likely to get is to  change the chain when it's starting to wear (you have to measure the length of it, either with a special chain-tool, or with a tape measure. If it's increased by 1% it's time to change.) If you don't change the chain it will start to wear down the cassette, and eventually the chain ring - but that takes a lot longer.)