Theres a fair few how-tos on google, though a lot of them make it more complex than it is.
You need:
A high current 12v source (It takes ~10A for a fairly small item), a car battery would do but wouldnt last long and will tend to lose voltage as it goes which affects the anodising.
95%plus sulphuric acid. Its nasty nasty stuff, turns your flesh to what feels like stingy soap and eats just about anything it contacts - get the spray from it onto your sleeve, walk in, side and eat your tea and you'll find that the next day your sleeve and your sofas cushions are falling apart lol.
Distilled water, non-distilled tends to contain chemicals which affect the process a bit.
Lye - caustic soda. cleans the metal surface. Also disolves it rapidly so beware.
Plenty of time to experiement with lots of dyes - many of them work, but apparently even two different colours from the same type can produce good and bad effects.
A large lead plate for the cathode.
Soldering ability to be able to attach the wires to the lead plate.
Aluminium wire to hang parts on.
Plenty of 5litre plus plastic tubs with sealing tops and labelled.
A ventilated room - plenty of hydrogen is produces during the process. Hydrogen, confined space + spark from shorting a 10A supply out = no more garage

That said its quite good fun, if a little expensive - piles of water used, boiling large pans of water for half and hour to seal the anodising. I'll see what else I can do properly soon, ive got to re-arrange my cathode array - you need 3-5 times the area of cathode as the area of the workpiece. A turbo compressor would need ~2 sq ft of lead officially.