Not really possible with wheels on. If you are intending to paint them it is possible to do so once the wheel is removed, but without removing the caliper as well you cant really do a decent job. There are quite a few threads with photo's of the process if you search the forum
Err.....no.
Not so difficult to take the wheels off is it?
I regularly remove calipers, strip them down, media blast and paint.
Then its a thorough job, no bodging or half hearted jobs.