Cleaning and anodizing are two seperate procedures. Here is some data on both to get you started.
Anodizing http://www.focuser.com/atm/anodize/anodize99.html
Prep and technique GMAW http://www.lincolnelectric.com/knowledge/articles/content/alum.asp
Prep and technique for GTAW http://www.thefabricator.com/xp/Fabricator/Articles/Welding/Article124/Article124_p1.xml