Half the guys don't paint them and just leave them in the black they come as. If you do paint them, there are specific primers to use to help alleviate any issue with painting polyurethane. I just got mine out of the body shop and they used Glazer plastic primer, 2 coats.
I haven't done anything specific to reduce sag as there isn't any issue currently and I don't drive fast enough in the car to worry about the aerodynamic sag yet. However, some guys are just running heim jointed arms and tying the front lip of the air dam up to a hard point on the body somewhere to help out with that.