If you do it yourself keep in mind the fumes are bad (you need a proper exhaust fan) and the EPA regulates it and you need special permits. If you break the rules the fines are heavy. The chances of that happening are slim but I thought I would make you aware of it.
www.finishing.com is a good site for getting info on the process, the dangers, and the restrictions.
I;ve done it before, its a fairly easy process, you just have to be careful. It is much more involved than anodizing titanium though.
In a nut shell you finish the aluminum,
you clean it well,
you grow a ceramic layer by submerging it in sulfuric acid and run electricity through it,
you submerge it in a heated dye bath (if you want color),
you seal it with with steam (with or without special chemicals added to the steam bath).
Times/temps should be closely monitored for best results and you really need a system to evacuate the exhaust fumes.