6061 anodizes OK (not all that great), the weld material anodizes well, but the heat affected zone does not. There's nothing you can really do about it - not even annealing seems to work - you can always spot the welded areas.
The 5000 series stuff and the weld anodizes well, but not 6061.
Are you using TIG or MIG (to answer the wire question)? Since you say wire, I assume you are migging - use ER-4043. Use pure Argon - not a mix for your aluminum Mig. Push the weld puddle with the gun at about 30 degrees to the work and good luck on any butt joints...high heat and move quick. Start on a sacrificial piece adjacent to the work to minimize the cold start problem.
Powder coating or Irridite (gold finish) coatings work well on aluminum weldments.
Scott
Consistency is a good thing....unless you're consistently an idiot.