兄貴 is not really rude, but rough and slangy. In manga and anime, certain people such as gangs and tomboyish girls tend to use 兄貴 to refer to their own older brothers or bosses. Such people use 兄貴 to refer to someone else's brother without being offending. In real life, I occasionally hear 兄貴, but it's not common. If I'm not mistaken it's like "bro" in English. In formal settings you should avoid using this word regardless of whether it's your brother or someone else's brother.
Adding 兄【にい】 after someone's name tends to sound childish, and it's not very common outside of manga/anime worlds, either. I can imagine a fictional tomboyish female teenager who addresses her brother with ○○にい and refers to him as 兄貴 at the same time. But I doubt you can safely do the same thing in real life.
The kanji 貴 on its own means "noble" or "rare", but some words containing this kanji went through a drastic change in meaning over time. A typical example is 貴様, which was an honorific word in archaic Japanese, but is almost always derogatory in modern Japanese.