There are meters that will measure paint thicknesses.  DOT inspectors use them when measuring paint thicknesses on girders.
I normally measure thicknesses after wire brushing and hand sanding to smooth out painted surfaces but I will not totally remove the paint layer from the steel surface .
Where I may leave exposed steel surfaces is when the paint and primer on a tank are flacking off.  Then I'll tell the owner to recoat the tank when the weather allows it.

Please see the thread below:  good meters w/single-element 'ducers work, cheap meters with dual-element 'ducers don't work thru paint.


http://www.eng-tips.com/viewthread.cfm?qid=292213&page=1

We use equipment that eliminates the paint by measuring peak-to-peak. we also take off the coat for a double-check reference point at least once a tank, when there is a significant jump in base metal thickness between adjacent plates, or when our eyebrows raise.  

Occasionally, i find a client who has testing records that show the thickness to be greater (usually 30-50 mils extra of fast steel, not slow paint)than when it was built b/c the UTT was done with a basic thickness gauge. Other times i come across tanks where the old test spot didn't get recoated.