I used Vinyl Dye - comes in a tin like this:
The solvents in the tin soften the surface of the plastic, and allow the dye to impregnate the material. This makes it a lot more hard wearing that paint, as the first mm or so is actually black. It does mean that even though it is touch dry in ten minutes, you are best to leave it a good few hours to properly harden up again.
I've since swapped in my black zip drive, and added a case badge Daedalus kindly gave me - just the LEDs to sort out so I can see them from above now!