I painted my headlights on my 06WRX back when I had it, I was also going to paint the rears but i said fuck it. Its super-simple to do and I know if you havent already there is a whole page dedicated to it on Nasioc.com. I never used a dremel, I just heated my oven up to 250 put the lights in for 20min pulled them apart, re-sealed them and put em back on the car. I advise doing the headlights it looks amazing with a flat black coat over the chrome. Here are a couple old pictures.
from this.
http://i31.photobucket.com/albums/c375/allaboutwrx/BlackingOutTheLights004.jpg
to this.
http://i31.photobucket.com/albums/c375/allaboutwrx/6-29-06013.jpg