Anodizing does not hide any blemishes, so whatever care you take with surface prep before you send the stuff out, will show afterwards.
The main thing is to be sure to not use contaminated abrasive pads: you don't want particles of steel (or any other metal, I suppose) embedded in the surface.
The grain of your polish is what counts most, so you have to figure out ways to give a pleasing appearance. Personally, I wouldn't waste time giving a super lustre to the surface, because this makes the parts extremely delicate to handle and ship. It's better to have a coarser, uniform surface, than a highly polished, but slightly scuffed one.
First you get good, then you get fast. Then grouchiness sets in.
(Note: The opinions expressed in this post are my own and are not necessarily those of CNCzone and its management)