Sand them with 220. They should be very dull, without any shiny spots left. Spray them with a
self etching primer. Use a couple of coats, let it dry, then sand it smooth with 400 grit. Then spray on the color of your choice(multiple coats again), sand smooth with 400 or finer, clear(multiple coats), sand with 1000 grit, and buff for a high gloss, very smooth finish.
Either that, or get them powder coated. Most powder coaters media blast the surface, acid wash it, then apply the powder. Fairly simple process, cost effective(shouldn't be more than $50 a rim, maybe?),A lot of colors, including metal flakes, available, excellent finish quality, and will out last spray paint by many, many years. A good powder coater can do 2 or more colors, as well, but it gets more expensive...