Anodizing.........Looks great, hard wearing. Cannot be done if any non aluminium metals are attached. Cannot anodize magnesium.
Powdercoating......Hard wearing, can be costly if you're up for a minimum charge.
Spraypainting........Homemade job can be average, but professionally done works great. Hard wearing. Let it harden for a few days before lacing to wheel.
The advantages with powdercoating and spraypanting is you don't need to dismantle the hub. If its anodized, it needs complete stripping down.
If you decide to paint it at home, rub it all over with wet n dry abrasive paper to give the paint a good physical bond to stick to. Then give several light coats of epoxy.
I got both mine sprayed, here's the rear one.