hey man, it is easy to do yourself but if you do you have to be patient and take your time. If you dont want to do that almost any body shop will smoke them for you, often times using your factory color paint, thats how mine are and they look great.
If you want to do it yourself, this is how I have done it in the past.
1- I know many people say that you should use a fine grit sandpaper to scuff up your lights for the paint to stick and that does work, but if you buy some duplicolor adhesion promoter and make sure your lights are clean the paint will stick just as good without sanding.
2 - after you prepare your lights buy some tint spray paint, there are many different name brands, I have tried nightshades and modelmasters, they both work well. Keep applying coats until you get your desired darkness.
3- after this I would put 3-5 coats of a good clearcoat over the top of them, this will make them last alot longer without chipping.
This is just my way of doing it.