Wow, looks really good... I might do that to my calipers as well.
Haven't seen much rust yet on my car since it's summer and I've only had the car for a month...
I did notice that the center hubs of all four wheels were rusting, so I cleaned them up with a wire brush and applied a coat of anti-seize prevent any further rusting...
EDIT: There shouldn't be rust on the calipers... They're aluminum, aren't they?