The wheels are painted from the factory. I was interested in having a set of wheels powder coated about 2 years ago. The qoute I received was ~$40 to strip each wheel and another ~$40 to powder coat.
You can paint them yourself, it is not difficult. The key things to remember are:
1) sand the wheels
2) use a good cleaning agent to remove all dust, dirt, and silicone. If silicone is present when you paint you will get fisheyes.
3) use a good quality paint that can take the heat.
4) use many light coats
5) finish off with clear coat
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