I would suggest that you check the web site
Anodizing Aluminum
It gives very good instructions on home anodizing of aluminum. One thing to keep in mind is that the typical instructions to use RIT dyes is simply not a good idea. The resulting colors are not saturated, and the dye leaches out during the sealing process. CASWELL plating (Plating Kits Electroplating Kits Aluminum Anodizing Kits Powder Coating Systems Metal Polishing And Buffing Supplies - Caswell Inc.) sells dyes specifically made for anodizing, and while more expensive than some other sources, is a good resource to investigate.

All-in-all, aluminum anodizing is no more difficult than bluing, and since the acid is cooled and is at only moderate strength, it is no where near as physically dangerous as hot bluing.

If you are interested, I would advise that you practice on scrap pieces before you plunge a firearm frame into sulphuric acid and hook up direct current to it. It can be very disheartening to watch an airweight or Model 39 frame dissolve before your eyes.