If you wanted to paint them yourself it wouldn't be difficult, but a powder coating would be much stronger.
To paint them simply clean them first. Second thing to do is decide what you want painted and go scuffing the rim with some fine sand paper on every spot you will be painting. I usually lay newspaper on my tires and tape it off around the edge of the rim to keep over spray from making it to your tires, also do this to any rim part you may not want painted. Some people don't paint the inside of their rims but if you are going with black, it actually works to paint the inside. You can do a couple of coats of a metal primer and then coats of your preferred color. Make sure each coat dries very well before moving on to another, also make sure your coats are light; this will help with it's strength.
(if your rims are normally chrome you may need to really scuff it deeper and even prime it with a few extra coats to fill in the scuffs)
As for powder coating I would try calling a few local places near you for pricing. It usually isn't too expensive but it is a lot more than painting them yourself. It will be much stronger with a powder coating. Most places can have your rims done same day or within a few days of receiving them from you.
Hope this helps!