Steels: paint, galvanise, avoid?

Building on this thread, the question the fabricator has asked me whether we want the steels painted or galvanised? Well, I suspect that galvanising, while excellent, would be too expensive. The steels hold a structure (a curtain wall) that is external to the heated envelope, and they form one corner of the house. Has anyone got any experience of painting steels? What's the best paint to use? Is it the sort of job that a self-builder can do well enough?

I've been having stuff fab'd for 35 years now. My fabricator charges £700/tonne for hot dip galvanizing done at Medway galvanisers. So whatever your tonnage of steel goes in, multiply by 700. They (Medway) also offer a powder coating service. Next down the line is shot blast and zinc flame spray. Pretty good tba. Not as good as hdg above though. I use Beever Ltd in Tunbridge Wells. Last personal thing I had flame sprayed was my brothers astronomy pier. Got them to paint