unless you want them to flake if you ever need to remove them then yes take them out....
as for sanding to fit them in again powdercoat is thick and you probably would need to take it out before reinstalling them....
as for prep work by the powdercoaters i would say it depends on the shop and price.id do it myself to know it was done right...
wear rubber gloves when you sand the frame and dont touch it with out them(or itll get oils from your skin and start to rust...not noticeable but it will over time) you can use ppgs metal prep to etch it and stop any rust from forming(kinda pricey and you have to use it EXACTLY as the instructions(go to ppgs web site or search my posts for the p-sheets*instructions*) say or ill flash rust as soon as youre done!
no idea about price or if theyd need to be cleared......
however...i painted my wifes bike at my last job for about $45 worth of materials(glaze,primmer,sand paper,sealer,toners, and clear)i dont know what a body shop would charge for a bike though or if any would even do it.(but you could probably find a painter or painters helper thatd take a quick side job for some cash!)