Nearly all manufacturers have rules against anodizing in their warranty information. This is understandable when you consider the risk that parts could be anodized improperly. So rather than fight a grey area, most companies will just state that any anodizing will void your warranty.
Accidents do happen, but as long as you go with a highly reputable company, your marker should be fine. It is important to note that tolerances will be effected, although it will likely go unnoticed. This is something to consider, especially when anodizing a barrel kit that does not use an internal sleeve system. When anodized, barrel backs and sleeves will not be the exact same size - but if done correctly, they will still be uniform.
LU_aDaK's Merchant Goods for SALE
1) Dust Black Thumper ALL accessories $175
2) Custom Camo Zodiac ZR1 with Acid Custom CF Trigger $450