You can spray paint them, but that stuff will chip right off. You'd be better off either buying a set of powdercoated rims, or seeing your local powdercoater who can do it for you. It's a lot more durable than spray paint, my friend.
Powdercoating is the only way to go. I had my cowbells done a few months ago because they were all beat to shit....and I haven't chipped or dinged one yet! And that's playin' the hell out of it! Especially with rims...you're gonna be hitting the things here and there.....powdercoating will hold up.....paint won't.
I had an old Rockstar snare that i took apart and spraypainted evey peice white. I put a shit load of coats on in then a shit load of clear coats on it, and guess what... it all just chipped right off :x