I'll start with the wheels. Paint the wheels off the landing gear if possible. Use a toothpick to hold the wheels while painting. I prefer to paint the tire first and then the rims. Some prefer to do it the other way. Some people like to get a canopy mask set for their planes by Cutting Edge Modelworks, Eduard, or EZ Masks, which usually include masks for the wheels which makes it a lot easier.
Next the legs. Paint the rest of the landing gear the proper color. Then, carefully paint the silver oleo portion. After the paint has had a full 24 hours to dry, assemble it. The next step is to weather the landing gear with a wash. If you plan on using an enamel or oil wash, then clear coat the assembled gears with a clear acrylic. If you plan on using an acrylic then you can use an enamel, a lacquer, and I believe even an acrylic clear coat. Let the clear coat dry for a full 24 hours.
Finally the weathering. After the clear coat has dried, apply a wash onto the landing gears making them look dirty, oily, and the most important, used. Apply a very thinned wash and to the level desired. You can also drybrush the wheel with faded dirt or use pastels to show tire wear and use.