Just finished mine. Two light coats of VHT Nightshade Black on the reverse and signal portions (rest taped off), and then three coats of VHT Nightshade Red on the brake lights and 3rd brake light (with the blacked out parts taped off). Finished it off with two coats of Dupliclor Acrylic Enamel High Gloss Clear.
For the 3rd brake light, after looking at the wing and not wanting to take it off, I just popped the two caps on the bottom of the 3rd brake light, put in a small phillips screwdriver bit and then grabbed onto it with a set of vice grips and just undid it. When it was out, I took two garbage bags, cut a hole and put the light through it and just painted it as it lay on the hatch of my WRX. Turned out good. Just don't go to heavy as since I had mine in a vertical position (could not get it to sit properly horizontally) you may get drips.
I am happy with how it came out. Hopefully it holds up well, if not next time I do it I'll probably wet sand it a bit to get a more flat texture on the lights.