Finishes
Raw:
To keep their raw industrial look consider coating them with clear Rust Guard / wax or Penetrol type product available at the hardware. 
Alternatively you can use a coloured spray paint, again I suggest a spray paint that is rust preventing and contains a primer. You may need to clean the legs when you get them using a rag or better still, steel wool.
 
Black / White Powdercoated):
These legs are primed and powdercoated against rust, suitable for indoor and outdoor use.
Clean with soapy water as required.