This is the way I succesfully painted my rims on my 03.
First, Make sure your rims are SPOTLESS. Clean the sh*t out of them, I cleaned them with windex and engine degreaser.
Next, sand them down with 200-400 grit sandpaper, this will get rid of most of the old paint but at the same time give the rims a smooth finish for the paint.
Then, if your tires are still connected to the rim, make sure you cover up and of the rubber with tape, preferrably painters tape. Its easy to put on and easy to take off.
Then, spray your rims with primer. I used special metal primer, you can use something similar. I did 2 coats of it.
Next, Get your gloss black, and start painting the rims. Make sure you are not too close to the rim, this will lead to an uneven coat of paint and there will be sections on the rim that will have more paint than others. You want to stay about 10 inches away from the rim while spraying. This will put on a nice even coat of paint without getting all drippy and grosse. Do about 3 -5 coats. BUT make sure you let each coat of paint dry FULLY until you add another one, if you dont, the paint will dry on top of the wet layer, and get all crinkly and ugly.
When your done with gloss black, spray 2 coats of clear over the black. This will make a glossier finish and provide SOME protection from the elements.
Let it all dry for at least 24 hours before puting them back on.