Anodized pans? Cleaning?
Teflon-coated pans -- no, not a good idea, as the teflon and metal will contract differently when cooled, causing the layer to separate and flake off (eventually). 

Hard-anodized aluminum: may cause warping if the pans aren't too thick, as aluminum isn't that mechanically strong, but the layer shouldn't separate, as it is strongly bonded to the aluminum, being produced from oxidation of the aluminum itself.

Pans that incorporate both teflon and hard-anodization: probably not a good idea to throw into water before cooling.

Indubitably, throwing a hot pan in water will deglaze the grease quite effectively, but if a teflon layer is involved, you are inviting trouble.