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Any tips when painting them?

Wash it (dawn or some other dish detergent)
dry
prime (not just paint, actual primer)
paint

EDIT:

Side note: when you finish your paint job, make sure to give it a hell of a protective clear coat. Metal miniatures can become "disassembled" if you drop them (unlike their plastic counterparts), and to top it off metal models will also chip paint easier.

I'd suggest dipping your miniature in a clear coat Doesn't get much better than that...

With paints, preferably.

Hold it steady. Toppling metal models tend to take/cause significantly more damage than their plastic counterparts. Aside from that, clean it and use a true primer, as fenrir mentioned, then it's business as usual.