As stated above, a bridge rectifier is an integrated device in a single package which contains (basically) four diodes in the bridge configuration. Also, again as explained above, descrete rectifying diodes can be used instead to make the bridge. Electrolytic capactor(s) (a polorized capacitor - having a positive and negative lead) are used to filter ripple caused by rectifying sinusoidal AC and are attached between the bridge positive and negative output. Depending on the purity required an inducter is sometimes introduced between two electrolytic capacitors to further level the current. These filtering capacitors may not be needed for your purposes and are not incorporated into the integrated rectifying bridge but are attached external to it by you. I do not know enough about electroplating and anodizing to say how clean the direct current should be.
For your usage, mount the bridge rectifier on a heat sink (whether it be one designed specifically for it or an aluminum plate that you come up with).
While it is true most of the industry loosely uses the term Variac as a generic term for the device they make, the device is actually an auto transformer and it is correct that it does not have to be variable to be an auto transformer but that all those seen by me that were refered to as 'Variac' have been variable. I always write the name with a capital 'V' because it is a proper name of a manufacture and not generic or a technical term. When I look for them at places such as Ebay or ask about them in casual talk, I too refer to variable auto transformers as 'variac' (without the capital 'V').
Again as stated above, the auto transformer, by design, is not isolated from source voltage (your wall outlet). Unless you know what you are doing keep its output, including the ground - or negative if it is rectified by the bridge -, away from other electrical and electronic equipement that is also powered by house hold or shop AC.
Here is plans for an anodizer, compliments of Bob Warner:
http://www.customknifedirectory.com/CKD_TutorialFrameset.htm
Scroll to the bottom part of table of contents where sub catagory 'General and Shop Tutorials' is.
Roger