That is the price you pay for living in an area that uses salt on the roads.
Yes, you can paint the rotors. Most any spray paint will do, but high temp paint is better, such as engine paint. It also helps to clean off as much rust as possible before painting it. You would be wise to avoid paint on the friction surface (where the brake pads contact the rotors), but some even paint that part and allow the paint to burn off from braking. I would think that would contaminate the pads but some people do it without any seemingly bad effects. When it is time to replace the rotors, you may want to paint them before you install them or, as the last guy posted, have them cad plated. Yes, you can paint the calipers too.
