If you are confident that you won't be making any changes to your design, and you have the time left to do so, powder-coating or anodizing could be something really cool to do; however, making changes to parts that are powder-coated or anodized can leave some nasty-looking scars. Because we're constantly making changes to our robot (or fixing things, taking things off, etc), we don't feel like painting/powder coating/anodizing is the way to go.
We try to keep our designs as clean as possible and use transparent lexan to add a little bit of an asthetically-pleasing aspect to our robot, and occasionally (for example in 2008 with the Bullet-Bill themed hammer or this year with our FIRST Team 2337 decals on our gripper and the Pink Team tribute on our Championship minibot deployer) we add some small visual to our robots. Generally, though, tidiness in design and fabrication can make a robot with little to no "bling" on it look just as professional as the next guy; however, I will admit seeing a robot like 148's Raptor, Armadillo, or Tornado in all black with Red under-glow is pretty awesome and extremely indimidating.
2008 - Bullet Bill
2010
2011 - NERD IV (Ali)
Or maybe I'm cheating: Mr. Dan Ernst's pictures can make anyone's robot look good
