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I wouldn't suggest painting your rotors. Your braking will suffer.
Now, your calipers are a different story, as are your hubs. You really can't see the hubs, but painting them with a rust proof paint is a good idea if you have humidity in your area.
Don't do it. When you paint them they lose their ability to disperse heat and after time will burn up the piston cup seal and lock up. Get them powdercoated.