The idea of adding SDS is to linearise the polypeptide to give it a uniform charge density, so that we can separate the proteins by their size, not shape or charge. I suppose if you can find a cationic surfactant that binds to the polypeptide with sufficient affinity, there's no reason why you can't make the protein positively charged. However, SDS-PAGE is well established, and most of the equipment is designed to run from the cathode to anode.
the rationale between charging proteins negatively is that the electrophoresis an electric field is applied across the gel, causing the negatively charged proteins to migrate across the gel away from the negative electrode and towards the positive electrode. Depending on the size of the protein and the pore of the gel (depends on the % of acrilamide used) thay will move across the gel in a faster or slower way.
To denaturalize proteins heat or mechanical forces (freezing in liquid nitrogen and posterior smashing if its a tissue or sonicationg) is generaly used together with the lysis buffer that is enriched in detergents to that end. Due to the nature of the electrophoresis, I don't think that charging them positively would help, as proteins then would not migrate. I am not aware of any protocol involving positive charge incorporation into proteins. I hope this helps!
The usual argument is that SDS does a better job in denaturing proteins than other surfactants. I'd be interested in knowing why this is so... SDS easily hydrolyzes and is not very pure: does that play a role ? Does charge matter ?