Which usually wears faster - wheel rims or brake blocks?
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.)