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Personally i wouldnt paint it as this is prone to cracking in time. I would and am, sending mine away to be anodisied. This is a chemical reaction that dyes the aluminium the correct colour whilst creating a protective hardened layer of material.
Polishing it yourself is a viable option but it WILL take a shed load of time and patience, and ofcourse quite costly paste and buffers. Then there is the enternal question of do you lacquer it or leave it natural with buffs every week??