I would suggest giving them a good scuffing or sanding, then hit em nice and well with primer sealer. Once dry apply a nice black or any other color if you want. You can then apply a clear coat to give it some shine. That's what I did. You could also do that sealer primer with a coat of enamel paint.
I also painted the center of the hubs and axle nut ends black so it all looked nice, then I would suggest getting closed end lug nuts, make sure they are tapered to still seat with the rim and be secure, but use closed end nuts so water can't get in and rust the lugs to the studs, anti-seize works too. Also the closed end lugs look nicer.