The short answer is no it's not hard. I'm assuming you're talking about spraying them with the tyres fitted in which case it's a simple task of masking well, sanding properly to get a good surface for the paint and then giving it a couple of coats.
As with all jobs it's the prep that counts so skimp on the cleaning and sanding etc. and the end result won't look as good
We sprayed my mates wheels just this summer and the end result looked fantastic. If you do your prep correctly then the end result can look as good as a powder-coated finish.
But (and it is a big "but" I'm afraid)...
...it's no where near as durable. Spray painted wheels suffer from stone chip damage far worse than powder-coated rims. Even if you give it a good sand and use the proper primers, multiple coats and protective lacquers etc. the bond between the paint and the wheel just isn't as good as when the wheels are powder-coated. Also if your tyre-fitters are particularly ham-fisted then they can scrape the paint off when replacing tyres. Again the contact just isn't as strong compared to powder coating.
If you're fancying a temporary colour change then I'd say have a go spraying them. It's not expensive and can get good results when done properly. But if you want a finish that is more resistant to damage and will last longer then I'd say just get them powder coated.
And whatever you do, remember to post pics!