Jimmy Gardner

I know I have read on here before about someone who did this to a set of 17" SE wheels. I am contimplating painting my wife's wheels Grey to match the car, I was going to change the wheels, but I was going to put grey wheels on it, so I thought, why not just paint what she has? Anyway, I need some help, her wheels have some curb rash, bad, and they are scratched up some too, I know I have to sand the wheels before painting them, but do I need to try to smooth out the curb rash with body filler, or since I am painting the wheels, just paint over it after I sand the wheels? I want a good quality job when all is said and done, and I am meticulous, so I will do whatever it takes to make them right, I just need to know what that is.