Aluminum has a tendency that nothing can affect it like rust or paint etc. So even if you paint, the paint won't remain in it for a long time. It will start peeling off from it soon. So it is better to do a powder coat in order to get a long life.
Start by knocking the gloss off of them with around a 400 grit wet/dry sandpaper. Go with a rougher grit if you need to remove imperfections. Then smooth it down with a finer grit. Lay on some primer then sand again. Then apply more primer or your top coat. Color sand then apply your clear. Then sand and buff.
Wash the wheels with soap. Wipe the wheel surface with thinner. Spray three coating of primer. Apply three to four coating of paint. Before each coating allow to dry.
Scuff pad all the dirt off, and rough them up. Use a filler primer, like Bondo brand, spray the wheels, then do 3 or 4 coats of whatever color you want, then do a gloss or crystal clear coat on top to finish them off. Also, wet sand between coats to ensue a smooth surface for each coat.
You can find in almost every profile shop special paint for aluminium. I sugest to visit a shop and you will find there anything you like. I used a paint in tube when i painted a luminium wheel and it was very cool. So go for that paint and you will never regret.