Easier, of course. More effective, I would say so, (they are professionals)
Though cost more, Yes.
I just painted r33 Stockies gloss black. And they came up sweet.
If you don't mind doing a bit of labour, are patient and half smart then paint it yourself.
though if you are a perfectionist who doesn't have an eye for detail then get them painted.
Though as you said, it may cost more for the wheels to be painted then buying them so you may end up paying as much as you would for real nice 2nd hand wheels or brand new ones.
I say DIY to save some cash and when people go "they are nice", you can say "I did those"