It's actually not hard at all - if you live in or near a larger city, finding an anodizing shop is really easy. I'm in Chicago, and contacted 5 shops in one day, and found two right away that would do a small batch for me.
They may have a minimum $$, (the one here was $100). The real variable come in finish quality and consistency, and something to keep in mind is threading - usually masking the threading is the best idea, unless you have lights you can test with them first.
Good luck, and keep us updated!
john