The dealer recommends at the 30k service you have it done. I had mine done at 30k, didn't notice any difference in stopping power, too be honest I don't think it needed to be done that early, at least for my ride.
Painting calipers would be fun, let me know if you end up doing it, we could go halfs on paint if we decide to do the same color. You can get the paint at walmart for 15$ and there would be plenty for two cars, the key to getting the paint to stay on the calipers so it doesn't flake off is to sand the calipers down before you paint, real well. My brother has an huge air compressor at his house, we might be able to go up to his house in broomfield and do it. That way we could use his air compressor and sander to sand our calipers down, quick. I'll ask him and get back to you on that.