I'd go with anodising.
+will retain sharp machined metal look, powdercoat would result in a more rounded plastic look
+will fit triple clamps easier, the legs are a tight fit as is, without the added 1mm of powdercoat
-if done poorly anodised color might fade during years of UV exposure
Negatives for both:
-Both anodising and powdercoat are not exact like paint, so if you want a specific shade it will be very hard to do with either.
-You will have to dismantle the fork legs to get the outer tube off.