Anodized aluminum is not good for thermal transfer (it is a coating of AlO2 (alumina) which is a piss poor thermal conductor. Same with paint. The only reason you don't see a big effect is because it is thin.
Also the color is irrelevant. The contribution of heat transfer from radiation will be extremely small, compared to the effect of conduction in an air cooled application like an IC or radiator.
Painting the fins will decrease the effective heat transfer capabilities. This is attributed to 3 factors; namely: a) the additional thermal interface between the fins and paint, b) the heat transfer through the paint, and c) different heat transfer coefficient from the paint to the air compared to that from the bare metal to the air. If you want to paint it, the best would be a thermal dispersant coating.
Therm Cond W/m-K
Al 120 to 250
Al02 18 - 40
acrylic paint .5 to 1.5
In practice, none of this matters since the coatings are thin and the thermal effects negligible! :icon_bigg
http://210.212.24.72/~kscsteuser/digital-library/digital/KSC/ksc19/09-Eng&Tech/09-Contest/09-01.pdf