I had my SD wheels powder coated after delivery. My dealer set the whole thing up and it took place prior to me taking possession of the car. I DID have the option of ordering painted SD wheels directly from Porsche though. My salesman convinced me that having it done after delivery would be cheaper and give me the option of going with powder coating rather than paint. The shop owner is the one who convinced me to go with powder coating. Although it was slightly more expensive he felt that the more durable finish was worth the added expense. I paid just over $1k to have the work done. You can see pics of mine here: EBITDA's Images - Cayman Club Gallery

You should be able to get them painted pretty easily by most body shops. Finding someone in your area to powder coat them might be a bit more difficult.