Actually there is a third option but it would definitely be more expensive. Alsa Corp | The World's Most Exotic Paints and Finishes makes a "Clear 4 Chrome" that they claim sticks to chrome surfaces. What you would need to do is clear the wheels first so you had something for the black to stick to, then scuff the clear and do your black and then your clear again.

You might want to contact a powdercoating shop and see what they can do for you. I don't know how well powdercoating sticks to chrome but they should be able to answer your questions. There is a sticky at the top of the Paint/Body forum that lists local shops that do powdercoating so I would say just go down the list until you get an answer.