I wish I had a picture for you, because mine were done with Duplicolor High Performance wheel paint, Graphite colour (a light gun metal)...they look AWESOME!
Take mazdaspeed777's advice and remove the weights you have on now, paint the rims (do the inside if you wish, I find it looks really nice, although you don't necessarily need as many coats).
I put 2 coats on the inside, and 3 on the outside. With the metallic "flakes" inside the paint, it won't be like body paint where it's nice and uber-smooth; you'll notice that it will be a little "powdery" after putting on a couple of coats. I suggest you give it a very quick job of wet-sanding with a minimum of 1000grit sandpaper, maybe 1500 (it takes less then 10mins/wheel), then let it dry, and apply a couple of quick coats of clear coat. It WON'T be too glossy, and the finish looks REALLY nice. I can't tell you how many good comments I've gotten on my rims since I've done them.
Once you are done, take the wheels to get balanced (got mine done yesterday), and they will put on the sticky weights (they stick just fine --> it took a LOT Of prying for me to get them off the previous paint job). I wouldn't bother painting over them as you'll pretty much forget they are there. if you really want to do it though, tape around the area so you don't ruin your hard work and give it a quick coat (you shouldn't need more then one). You won't be disappointed with the results!
If I can get a buddy of mine to take a picture soon, I'll post one up