If you do insist on doing it yourself, get the paint here;
http://www.g2usa.com/
BUT...be prepared to have the car down for 24hrs following the paint process. It's an epoxy paint that you mix the color and the hardener then brush on. It also comes with a can of spray cleaner to use before painting.
You would unbolt your calipers, remove the pads, and support the caliper with a coathanger or safety wire so you don't put a strain on the brake line. You can hang it from an upper control arm or the coil spring, etc. Clean them, paint them, let them dry for 24 hrs then reinstall.
Definitely *DO NOT* unbolt the brake line and definitely *DO* get someone to assist you.
If you're thinking about using spray paint...don't waste your time, particularly if you want a bright color like red or yellow, etc. The stuff listed above is a *perfect* match for Brembo caliper finishes.