Inside or out?
Outside could be whatever you choose to use, sumps don't tend to get that hot (compared to say headers...) but they do tend to stone chip, so it could be the same as the rest of the car or Smoothrite etc.
Inside - a good quality paint designed for engine internals - you don't want it flaking off, or leave unpainted as it's not going to go rusty. A respected engine builder that I knew (into Sunbeam Tigers) always painted the inside of the block and the sump with good quality engine enamel as he believed you got less of a build up of sludge etc...
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