Wish I'd known this before I powdercoated mine!

How much of an impact is it likely to have?

i would say a fair bit more than painting.

And what do you think about anodising? (http://en.wikipedia.org/wiki/Anodizing)

Typically, the layer is pretty thin (5-15 nm) and I guess it wouldn't be a problem.

Anodising does not form a heat barrier but it is an electrolytic process and a core will not lend itself to this process as far as I know unless there have been major advances in technology in the last few years. The problem is that the electric current has to get to the surfaces to be anodised so LCD areas (low current density) will be unprocessed.
I very much doubt there will be any current whatsoever in the core fins.
So while a great idea I think you have to check with your local anodiser who will confirm an FMIC core is not an item that is practical for anodising.
If you do check with an anodiser let me have the feedback as it is something I am interested in. Thanks.

As regards powder coating, I think the effect will be quite noticable. My APS core is powder coated (by APS) and on two of my other cars the Hybrid FMICs outperform the APS substantially, in part I am sure, because they are NOT powder coated.

Thanks Harvey, I'm only putting on some fairly standard mods so should be able to compare to someone elses once mapped and rolling road'ed.
Fingers crossed it should help keep my gearbox in once piece :)

Good luck with it Ollie.