After seeing gold Tarmac IIs on a blue WRX, I had my heart set on gold wheels. Unfortunately my budget limited me to whatever wheels I could find in the forumns for a good deal, rather than buying new from a distributor. I ended up with silver ADR Flite 5's.
They were still brand new in the box, so prep work was quite a bit easier than if they'd been driven on. I wouldn't recommend painting them with tires on if you want the best results. If your wheels have been on a car for a while, give them a good cleaning with something good at removing brake dust. I've had really good luck with pretty much any of the cleaners -- just spray it on, let it soak a little, and then clean it off with a tooth brush. Don't let it set too long, or it'll stick back on. Rinsing is your friend.
Once they're good and clean, go over them lightly with some fine grit sand paper. I think I used 600 grit -- you don't want to dig in to it, just make a reasonable surface for the paint to stick to. If your wheels are painted or clearcoated and don't have any knicks or scratches, you can probably skip this. Mine had a layer of clearcoat, but I wanted to be sure it had a good surface to stick to. After sanding, rinse them off and dry them.
If your wheels have no paint or clearcoat, you're going to have to prime them. A couple of coats of any automotive primer should work. Then, it's time to start painting.