Anodizing is not only hard, but it swells the aluminum surface upward as it forms the aluminum oxide layer (the typical specified growth in thickness is targeted at .001" more then what you started with per surface). As it expands, the surface opens up with billions of nooks and crannies, creating a massive increase in surface area. Microscopically, it resembles a kitchen sponge in appearance. This creates a excellent surface for liquid paint to adhere too. Much better then getting paint to stick to bare aluminum.
Although, knowing what paint to choose definitely should be asked of the painting experts like Ozzie... There is probably allot of black magic associated with spaying painting onto anodizing, use the resources available among the forum members.
I would avoid sanding anodizing aluminum, because the pores in the surface structure could fill up with the sanding debris and getting it cleaned out would probably be very difficult. The best way to sand anodized aluminum is to have your local anodizing vendor strip it off (inexpensive per lot), then sand the panels to your liking and send them back to your local anodize for re-anodizing.
I'm probably the wrong guy to ask about painting, but the right guy to be talking with if you want to discuss any failures in painting anodized aluminum. My experience is with anodizing aluminum, not painting it.