I used TAL Airplane Stripper to get the red paint the previous owner had put on them off (it was brushed on and looked like crap). Just BE CAREFUL with it and wear long sleeves and chemical resistant rubber gloves.
It comes in a spray can and works very well, but burns like hell if you get it on you (even tiny aerosol droplets feel like hot needles). Also make sure you don't get it on any of the rubber seals in the calipers. I'm not sure whether it would damage them or not, but I didn't want to find out.
Just spray the stuff on the caliper and let it set a couple of minutes (you'll see it bubbling). After a few minutes, you can basically wipe off the old paint with a rag. I used a toothbrush to get into the tighter areas.
I did mine in a lighter red metallic (I think it was an engine paint) and it had held to the heat with no issues. The olnly problems I've had is some staining on them from brake dust mixed with extremely high temps and some fluid leaking from the ****** at the track.