All depends on what colour your car is really and what you like, if you have a dark coloured car, you can normally get away with leaving them in the smoked black finish, eg, Black gti's (black)-funny that-car and my Mystic blue car, see the gallery.
I have seen both painted and unpainted on a white car, both look great, but if it was my call, i would leave them unpainted every time, as it breaks up the expanse of colour-whatever floats your boat really.

Its a piece of cake to do, 30 mins tops, get the Hella kit!