Twocik - I hear you. I'm trying to achieve the same thing you are - which is a clear, protective finish over my parts. I just purchased Rustoleum's Aluminum glossy metalic finish , which is an enamel spray (http://painting123.com/ProductInfo.asp?p2=I2 product #446637). I tried it with high hopes, but it has two flaws: 1) It foggs up the mirror finish (not completely, but enough that it bothers me) and 2) it doesn't REALLY protect it! A very very light touch fromi a piece of metal scratches the coat. Now, scratching this is better than scratching the polished aluminum, but it's still not a solution I am content with.
I have never done DIY anodizing but am VERY interested. If I had a "real" workspace (i.e. not my bedroom), I'd be doing it tomorrow. I ultimately think anodizing is the only / best solution, as it truly provides a HARD protective finish...
Tormach PCNC 1100, SprutCAM, Alibre CAD