I agree. I've sandblasted chrome till it was rough (without removing it completely) and used rustoleum 2x cover and rustoleum auto clear coat (spray cans from home depot) and it works great.
Just sanding alone won't do it, unless you spend a day or two till your fingers bleed, and then it'd still probably peel.
Nothing says "stolen bike!" Like paint peeling off of chrome.
And as far as painting spokes goes, good luck. You're better off buying them already powdercoated. I've had some luck with sandblasting, painting and clear coating, as long as they weren't chrome plated or stainless, but over the years, it won't last. Unless you never ride. And you'll still scratch them lacing them up.
A cheap alternative is buy a junker walmart bike that already has the color spokes you want. Nowadays, they come in almost every color, and you can buy a used bike for super cheap and throw the rest away.