Aluminum must have a finish or it will oxidize. Your basic options are paint, powdercoat, and anodize. If you want one solid color and durability, powdercoat is the way to go. The frame will have to be completely stripped. Many powdercoaters will do this for an additional fee. Make sure you work with a powder coater who knows bike frames, not just has done a few. You don't want powdercoat inside places like the seat tube, bottom bracket, or head tube or clogging threaded holes like bottle cage or fender mounts. A good powdercoater who has good knowledge of bikes knows how to give you a frame that is ready for the build.
Paint is another option, but unless the bike is a beater, stay away from rattle cans. Automotive paints like Imron or two-part urethanes are much tougher but require specialized knowledge, equipment, and a controlled environment to apply. The painted frame will spend some time in a heated, humidity-controlled room where it will be "baked" speeding the hardening process. At room temperature, many paints can take days or weeks to reach full hardness. Some automotive body shops will do bike frames, usually the small independent guys. The big shops don't want anything to do with them as they are particularly difficult to do because of all the nooks and crannies, require the use of a detail gun, and don't bring in the money that a vehicle refinish will. If you have a friend with a body shop, sometimes you can get them to shoot a frame with the leftovers from an automotive refinish if you are willing to leave the prepped and primed frame with them until they get the right time to do it. You might have to pick from just a few colors based on recent or pending jobs. If you want your frame silver, you can have it blasted with walnut shell to give it a satin finish then clear coat it. Clear coat over polished aluminum tends to scratch and flake as there is no tooth, nor primer to help hold it to the metal.
Anodizing can leave aluminum silver or can add translucent color. Finding a shop to do it is the biggest problem most of the time and it can be expensive.