welcome brickless - that one question could be a whole forum, and in fact, it is, try scanning the 'pounding tin' forum to get the basics and then decide what kind of job you want to do.
If you scan through here you'll see that you can do paint rollers, rattle can, or spend $$$$s on a heavy duty rig. Paint rollers might be good enough and definitely inexpensive.
On my work truck, I am using HVLP gun shooting ZeroRust paint. ZeroRust is often used as a rust control primer or frame paint. They make a clear coat for it if you want a bit more pretty. I am not sure exactly how it will turn out, but I know it will be better than it were. You can see this link to see where I am at and get an idea how I am doing it.
http://home.attbi.com/~iarnstein/wsb/html/view.cgi-home.html-.html
see photos
