While painting or anodizing are options, we us it unprotected for many exterior marine applications without any coatings.

My experience is that the more you try to protect the aluminum the worse the corrosion gets.  The only way to really protect the aluminum is to isolate it from dissimular metals. The key is surface area.  Your going to have some fasteners at least that are exposed.  This is a minor surface area of another material.  If you try to cover the aluminum up then where ever its not covered, it corrrodes at a greater rate, because it's becomes the sacrificial anode. This is for a submerged application.  Paint and anodizing seems to be effective when the equipment is in a salt air enviournment say on the deck, or near the water. There are also anodes that are specifically for aluminum structures. The best bet is keep it clean, do not paint or anodize (focuses the corrosion on scratches etc) , and put on anodes.