I can't see it helping. Any coating you put onto the face of the rotor will be worn away immediately & they're typically very rusty in the areas that don't matter.

If you want to do it for "looks", sure. Clean with some good carburetor cleaner/brake cleaner to remove the shipping oil (you do this anyway on the rotor faces), tape off the faces, use spray paint on the non-face part (probably better use hi-temp engine paint) & wipe off any excess that got onto the faces with more carb/brake cleaner.