Here in the Silcon Valley (South SF Bay) I paid $120 to have 24 pieces anodized. It was the minimum charge from the vendor, mostly to cover the setup costs. Relative to the rest of the robot's cost, it didn't seem like a big number. I'm very happy with how it came out.
I asked the vendor to be the absolute last priority, schedule me when they could, and I chose black, a color that they always have ready. Given how close to Christmas I sent the parts, they got to it within a week.
If you do anodize, defintiely choose a dark, opaque color like black. The kit parts are all machined a little differently, and there are witness marks from the tooling everywhere that you can see through the anodizing. I had to reassure the vendor that I'd be pleased with the results :-).
I colored only the parts that would be visibile from the outside, so some of the tiny ones didn't get anodized.
Clean the parts thoroughly with acetone or mineral spirits before you drop them off.
It should go without saying that best practice is to be nice to your vendor, especially if they're used to much larger jobs. Very often these people make thousands of the same part, so when you show up with 24 unique pieces they will need to track them carefully not to lose any.
Anodizers have other metal finishing services as well; I could have had the parts bead blasted first, which would have removed the witness lines,
/Mitch.