You can do this by being prepared to pay a bit of cash. I had mine done. $100 per wheel cus I paid cash. Plus it's best to have them sanblasted before you take them to get PC'd. Or they will charge you to have it done. In total I spent $125.00 per wheel to have them powdercoated.
the best thing to do, and I have a lot of experience at doing this from work is to get a few powder coaters phone numbers from the internet or phone book, and ask for a quote for 4 wheels and answer thier questions, then ask how to prepare the wheels for powder coating. Some places include everything in thier price, while others dont. Then choose the one who fits the bill the best. Also ask for some pictures of other finished products because some powder coaters quality is on the poor side.
Actually the metal has to be cleaned otherwise it wont stick, sometimes they will do it themselfs via sandblasting or washing it via pressure washer, its all up to you when you pay though. I know when we get stuff powdercoated at work the guy will take a pressure washer and get all the grease off and then put it in a drying oven, then once dry he will powder coat it, but sand blasting does the same thing. A lot of times too they will want old paint removed and stuff like that, so if you painted your rims you may want to take it off, unless your sandblasting it, which once again will take care of that.
So basically if your having it sand blasted dont worry about the prep besides tire removal and valve stem removal, if you arnt then ask how to prep or see what it will cost you to have them do it. You can see if you even need them sandblasted prior to coating too, on clean metal you dont have to, im not sure about wheels though, may have some sort of coating.