No, it is not a good idea, If welding repairs have to be done at the shop or if you are lucky (at the track) you can not get a good weld because the anodize contains a layer of tin which is not compatable to aluminum when welding which must be pure to weld properly. Not only does the anodize affect the outside, but the inside also. Any welding to an anodized tank must be done after the tank has been chemicly striped to bare alu first, then welded and re-anodized.
Tanks should be made out of 5052 aluminum as it offers more resistance to water and is why alu boats are made out of 5052. Its about 20% harder to work with than 3003 (which is a shaping material) but offers corrosion protection.
Ive been running a polished alu tank for 20 years without problems, however I live in Ca. and dont have to deal with a lot of moistier or cold winters.