I did - however I didn't leave any polished areas. I was going to but I wanted to go 100% gun metal. Too bad I thought this way after I had taped off two wheels!
So I removed the tape from the polished areas and painted the whole thing. That thread goes on to show more pics of what I have done.
You can do it with the chrome ones too..but there is more to it. Painting chrome is much more of a pain in the butt.