I'll walk you through how I anodized my new titanium cyclocross bike.
Step 1: Materials
1. Rubber gloves (to avoid/prevent electrocution)
2. Plastic bowl/bucket/container
3. Small piece of sponge (1 x 1 x 1 cm), or a small piece of cloth (e.g. small strip of towel)
4. Voltage source that can be adjusted from 20-120 V. I used a commercial lab bench supply, but most people don't have these lying around the home. A good solution is to buy twelve 9 V batteries and connect them together in series. This allows you to adjust your voltage in discrete 9 V increments, or you can add a couple smaller voltage batteries in series as well.
5. Alligator clips to connect to your workpiece
6. Comet cleaner (I used this because it is cheap, i.e. less than a dollar), baking soda, TSP (trisodium phosphate), ammonium-phosphate, or Borax. Basically, anything similar to these products. Coca Cola or Pepsi will also work.
We'll be using some simple chemistry and electricity to perform magic!