This is what I've been told you need (things you apply)
1) Brake Cleaner
2) Hi Temp Caliper Paint
3) Hi Temp Laquer
That will give it the glossed/anodized look you are after and will make it last a long time.
As for all the other stuff, it's pretty obvious: sandpaper, newspaper, masking tape, bla blah blah
Paints and Laquer are in a can, so spray. I don't think it'd work too well with a brush unless you were an artist to begin with