Dont use those cheap spray cans POS. I mean they work great, but theres better alternative to them.

Find any automotive spray paint, usually those small cans. Clean up your wheels, use acetone or MEK to remove any grease or dirt. Then paint your wheels.
As far as clearcoating, as i said many times, im very satisfied with my urathane clearcoating. Its the same kind of clearcoating as your hood/door/fender/etc.