Chris King hubs are very good, yes. I've had 3 and have never encountered any problems with any of them. If you have a mod bike though I'd recommend a fixed rear hub and a White Industries ENO freewheel. It offers the same amount of engagements and is a lot cheaper than a Chris King.
You can yes, but there is no need too. You get less engagements because the king has to engage, the chain has to be in full torsion and then the freewheel has to engage. It's really pointless to be honest and you should go for one or the other.
The anodizing will come off anyway if it keeps getting rubbed. Your brake wont work well this time of year without a rough rim braking surface anyway. Most riders grind their rim to make it rough.