You can spraypaint them, but if you drive on the road or on gravel alot, the paint will scratch off around the edges of the rims.

The best way to color rims is by dyeing them with RIT fabric dye. Just dump some of the dye in boiling water (doesnt HAVE to be boiling but it needs to be pretty hot or the rims wont take in the color) and soak the rims in it untill the desired color is acheived. I dye most of my rims black.