Im pretty sure a lot of body parts come as standard black so you should be able to get them sprayed. A few years back I bought wing mirrors for my 33 and they were matt black so I had to get them painted red to match the body.
Failing that, you may be able to pick up some side skirts from someone breaking alfas, could work out cheaper.
Try http://www.intapart.com . They've always got plenty of alfas breaking.
You can have the side-skirts painted. The bodyshop will use a special primer, something that allows the paint to stick to the surface. Normal primer and paint will soon peel off. Its quite common so not sure why you've had different opinions, perhaps one didnt want to do it!!