The brake rotors? You can spray any oil you want like WD-40... you just have to clean it off with brake clean when you install them. Bust as far as when they are on the car... not a whole lot to my knowledge. You can used a high temp anti seize for the center hub section but that's not visible. Any other coating or paint would just flake off or create an additional thermal barrier to dissipate heate.
2001 ZX3 2.0L Zetec-
Hatch Nation #42
Going through Rebuild See "The TICK Build Thread" for details (http://www.focusfanatics.com/forum/showthread.php?t=289168&referrerid=62897)