Brian, that is a nice functional piece. If you have one of those little wire feed welders, that is what I'd use. I generally stay with my Hobart stick welder on heavier stuff to get a good bite into heavy 7/16" steel etc., but for relatively thin gauge metal you can make a nice smooth weld with a wire welder. Even if you don't have one or haven't used one, you can get one for about $150 or so and in 1/2 hour of practice, you can be welding nicely.
I'm a fanatic on how my welds look as well as to make sure that they have good penetration. I'm still tempted to grind off some of the factory welds on my loader and re-weld them myself so they look better. When I built the part on my brush guard on my tractor to hold the universal suitcase weights, I ground off the existing factory welds and put better looking welds on it myself.
I suppose since I'm that way on my welds, I don't particularly care for using JB Weld on stuff like what you're doing. It's pretty good stuff for what it is, but I'd guarantee that my welds are stronger than anything "welded" together with JB Weld. Your part looks too nice to not actually weld it on.
On paint, you may want to check with some powder coating places to see what they would charge to powder coat it. I got a quote to media blast and powder coat my brush guard for $55.