As far as re-anodizing is concerned, have a word with London Paintball Supplies, Planet or even WDP themselves.
For performance upgrades, really the only worthwhile changes are to switch to using LCD/IR3 low-pressure internals. This involves replacing the LPR, exhaust valve, exhaust valve stem & exhaust valve spring - the latter is a non-standard LED conversion spring, you don't use the LCD/IR3 spring, if you can't get hold of one, I think I've got a few buried somewhere.
A general strip down and tune is probably also worthwhile & the battery might need replacing as well.
You can fit volumisers, but they're just for looks, although as we all know a bling-bling marker fires faster, further and is more consistent!
For the Gov, as was already said, change the fill nipple to the standard Air America type. Other than that, I'd recommend an on/off tap or the nice easy-disconnect high pressure hose systems sold by LPS.