shapeways.

[Rhys]

Get some tamiya acrylic paint from eBay, 99p a pot. And if you want it looking really good get some 1200 sandpaper for sanding it down between coats. 4-5 coats and it will look amazing, better than the dyed black material, and it will be smooth, not bumpy like Shapeways stuff usually is.

[Craig_Anto3]

1 coat of Chaos Black from Games Workshop will do ya

[Team Nuclear]

depends if you want it matt or gloss

[Shakey]

1 coat of Chaos Black from Games Workshop will do ya

That stuff isn't exactly cheap though, you can pick up a larger tin for less of black primer/matt/gloss in halfords and it works just as well.