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My car is a 2014 Jaguar XF 3.0 AWD, I used to have the "Artura" rims and I just never liked them.
I kept the same wheel size (19") and went with Savini Wheels 19x9.5 Black Di Forza BM14 Machined Black fitted with with Michelin Pilot 3 A/S+ 255 40 R19 square.
Yes - paint them! Caliper covers won't look good. I did mine 6 or so years ago and still holding up perfectly. You can also get a transfer that says Jag, has the leaped, model spec etc to put on the red paint. Several threads on here with step by step instructions if you want to do it yourself.
That is an awesome set of alloy wheels. Good choice. One color that would look good to on your car's color is "gun metal" alloy wheels. If it was me, I'll leave calipers alone, a good brush cleaning on the calipers will do the trick.