Jimmy, are you considering doing it yourself or getting a professional job?
If you are going to have it done professionally, get on the phone and ask some local shops. Just takes a few minutes, and you will get a better answer than our guess.
For DIY:
Buy a specific caliper paint. These things get hot and will ruin nice paint job done with ordinary paint. There are caliper paint kits on Amazon, and lots of customer reviews.
If you haven't flushed your brake system in the last year or so, you might as well take the calipers off. That way you can give them a thorough cleaning and get the paint even. As mentioned, many people have achieved decent results painting them on the car.
I did a set a year ago in silver.
A few tips:
Plug the brake line connection, or put an old brake hose end in to prevent residual brake fluid from messing up the fresh paint.
Let them sit for 24 hours after painting for the paint to set.
Buy decals "PORSCHE" to apply to the caliper afterwards. - I got mine from eBay.
Finish it off with a high temp clear-coat.
Color:
Probably best to stay with red. Red adds about 5 'Brake Horsepower' per caliper.
Silver, orange, or yellow are nice if it matches trim pieces or contrasts well with your car, but performance gains are negligible.
Avoid Green. Green painted calipers are known to cause premature clutch wear.
