Don't quote me on this, but I believe natural anodize is a bit harder than any of the colored varieties. What ever is used to make the color (I believe carbon black, in the case of black) dilutes the overall product, and reduces the hardness. I don't think it makes much of a difference, but still.... In addition, as Jarl pointed out, natural wears better due to it's color being similar to aged aluminum. Keep in mind however, that black anodize can be touched up with a Sharpie! This doesn't do much good on knurling or places that really get rubbed though.
Dave
