Jeff,
I painted the calipers and rotor hats on my Z (daily driver) w/ caliper paint that I bought at an auto parts store, and it has held up very well for over a year.
If you're interested, I'll get the info for you.
If this is for your rear calipers (I assume it is), Zero Altitude Flight (ZAF) offers a caliper cover that is a lot nicer looking than the stock caliper.