I do it pretty regularly. As others have said, Titanium wire is the way to go. I use an aluminum bar with holes in it to hang everything, and lead sheet for my cathode. I use sulfuric acid as my electrolyte - dilute battery acid has worked well. I don't always use a lye bath during prep, often I will just scrub down with acetone to clean the parts and that works fine. I have had great results and I have had some pretty poor results. Cast does not anodize well, if at all, using the home process.
I use buckets for my solutions, and stainless pots for my hot stuff. I kept the oven/range from my old kitchen and moved it to the shop. It is nice to have multiple burners available for the dye and water sealing steps. The oven works great for powder coating too. If you have the room and can find one, it is pretty handy to have in the shop.
I think the most irritating thing is the inefficient use of dye. I usually only have a few parts to do at a time and the mixed dye does not store for long at all. It molds and I have to chuck it. If I can save up a few things that helps, but that never seems to be how projects roll through the shop. I was going to try freezing the dye mix next time and see how that works.
If you have any specific questions let me know. I am far from an expert, but I can probably save you a little on the learning curve.
Attached FileIt is tough to get small and big parts to match all the time.
Attached FileBead blasted then anodized
Attached FileLye dipped, natural
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