It's best not to paint them, but if you really wish to do so, just make sure the paint is non-toxic. And the houses should be about 5-15 feet high.

pife,
Painting nestboxes is not necessary, but if you want to preserve the wood, you only need to paint the outside. To keep them cool, use a light color. Painting the exterior of the box white or light tan (before nesting season begins) can help reduce interior temperatures.
Here is a great site for reference about nestboxes, safe setup, and monitoring. You can also do a site search there for more info about paint and nestboxes.
BlueBars

Here is a link that might be useful: http://www.sialis.org/index.html

You could thoroughly coat the outside with linseed oil to help get a few more years out of the pine. Just keep checking the boxes every year for cracks (especially the roof).

If the pine is smooth on the inside, you'll need to take a chisel and cut in kerfs up to the hole. This will provide toe holds for the young for easier fledging.

Linda

Does this mean birds can't live in houses with painted walls? I mean human houses with pet birds.

No, it means that the wood inside the nestbox should be left in its natural state to avoid having chemicals (found in paints and stains) from affecting eggs/nestlings. Most of the nestboxes on my trails are painted white or tan and this does indeed stretch the life of the nestbox, especially the roof which takes so much abuse from rain and sun.
Kathy

My zebra finches do not live in a natural state. They live in painted room. They are laying and raising nestlings like crazy. Now I'm tossing the eggs every week because I'm tired of it.

Congratulations to you, and your zebra finches.

I'm not happy about it at all. Should I paint it more to stop it? :)

Thanks to the posters. The houses are painted (outside surfaces) and will be scored on the inside before posting them in our new prairie. They look great to me and I hope they look great to the bluebirds. Pife

If I build a bluebird house out of cedar, will the woodpeckers raise heck with it? Maybe painting it will discourage them?