It's possible to annodize it yourself. There are how-to's posted somewhere on tha intarweb that I have read. I no longer have the links. It would be a cheap mr. wizard-style DIY project.

Painting an IC is teh duh.

Edit: You can buy annodizing kits, too.
http://www.caswellplating.com/kits/aluminum.htm
$300. Ouch.