If you want to finish them yourself make sure you have them blasted with walnut media or soda blasted, that will make it easiest.
Sandblasting them is fine but you have to make sure you have someone who knows what they're doing.
Luckily there's Blasting Technologies over in 4 Corners!
http://www.blastingtechnologies.com/
I have only heard good things about Marathon Powdercoating from Matt and Brandon.
But from other people, not good things.
Marathon is cheaper than Powder Coating of Montana but I've heard it's for a reason.
Go with these guys instead!
http://www.powdercoatingofmontana.com/
They're really, really good!
They're right over by DynoJet now too!
Good luck man.
What color is your car?