Re: the toughness of anodizing:
I'd like to emphasize the truth in morbot's quotes.
The real anodizing process involves a chemical bath and electricity, which changes the chemical constitution of the outer surface of the metal (ie. it's not something "put on" but modified Al). The basic method gives you a smokey grayish colour, actually it's a different shade with each different Al alloy. This makes the metal a LOT harder than bare Al, I think 50 to 100 times harder or something.
Then there's a method of anodizing to fancy colours which also hardens the metal but much less so. I'm pretty sure this is still tougher than any paint job.

Probably it would be fussy to do to a frame because of the large tank needed.

I guess some paint method or another is also mistakenly called anodizing as well.