It's really important to clean the metal as best as you can. For the power transformer covers, I spray them off with brake cleaner and wipe them off with a clean cloth. For better adhesion, I will also scuff them up with rough sand paper.
For the chokes, just use some 220 grid sand paper on the silver colored steel parts of the transformer to scuff up the finish, then they will be ready for paint.
You never want to sand on the dark colored transformer laminations or the windings/bobbins themselves.
-PB