Sure. The paint I used is by Delta, called Transparent Glass Paint (here is a link You are not allowed to view links.
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Login). I buy mine from either Michael's or AC Moore in the larger bottles and combining the sale price (4 times a year I see them on sale) + the 50% off coupon, I can pick them up for right around $1/bottle. To apply, I use a cheap air brush (Harbor Freight does this one for $4.95 on sale sometimes You are not allowed to view links.
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Login) thinning it out about 20-30%. Take a piece of scrap pegboard or cardboard with holes, poke the lights through (I'm OCD about not having over-spray on the wires) and spray away. One good coat using this paint will yield a rich deep color that doesn't cut down on the light output. Two years and the paint is holding up quite well on my oldest set. I using this technique on my C9's this year as the quality of what is coming out these days really sucks (plus I can find 5w C9's in clear but not in color).
As an aside, you can use their enamel glass paint to give your lights that frosted ceramic look.