The rust build-up on your brakes typically comes from driving the car in the snow. The rust build-up can occur on the rotors themselves, as well (it's more typical for the rust to show up there). You can repaint your calipers, you just have to buy special caliper paint. It resists very high temperatures. You can do it yourself by removing each wheel, covering the rotors and everything else up with newspaper, and just spray each caliper with several coats of the paint. It's not hard to make it look nice, spray paint is great as it applies very even layers of the paint. Just apply one coat, let it dry, apply another coat, let it dry, and then another coat and let it dry.