Take it down to a local metal plating company and have them anodize it. (Hard anodizing is generally more durable and thicker). Will give a nice durable coating, you can generally get it done in clear or black for a base price and for up charge get a custom color. Will last longer than paint or powder coat and won't corrode like bare aluminum. If you are handy and like to play chemist you can do it yourself in the garage. The directions on the following link DIY Garage Anodizing
are what some students in a course I taught a few years ago did. The results were as good as what they could get from a local shop (note that this is regular, not hard anodizing).
In my opinion aluminum should always be either coated or anodized, never left bare.