I've made a few aluminum rails and in my experience the rail has to be anodized after fabrication due to the fact that heat or bending will crack or cause the anodized surface to fail. If any welding has to be done after anodizing, the surface will have to be redone, granted, I have cheated by coating a small area with clear laquer the occasional time...Mike

Mike is correct about the anodizing near a weld.  Also significant is that the grain structure and tempering of the aluminum are changed near a weld, enough so that allowable stresses near a weld are significantly reduced from the unwelded condition.  The net result of this... for instance, if you use a 6061-T6 tubing and weld it, the result near the weld will no longer be a T6 temper.  Depending on many factors, it could be anything from a "dead soft" to T6 or other condition...you just don't always know, so therefore the reduction in allowable stress near welds (by code, within 1-inch of the weld).

Also be aware that different welding filler metals accept anodizing differently.  Volume 6 of the ASM Handbook, "Welding, Brazing, and Soldering" does a good job describing base metal/filler metal combinations that will anodize uniformly and give a good cosmetic appearance.

It is done all the time.  We are about to mod a tower ourselves.  I haven't welded aluminum much so I can't offer any details.  The guys I seen doing it are using TIG with a pulser.  The shop I am familar with bent it using a hydraulic cylinder pushing a radius tool (shaped for the pipe OD) against some rollers (shaped for the pipe OD).  The bend radii were always big (4 or more diameters).  They used an airbrush to touch up the welds with clear or the color of the top (they did a lot of black).

What others have said about strength at the welds is correct.  Use good design to overcome this.  Try to avoid transfering bending moments through the joint.  If you have a smaller tube Tee'd into a larger it will have a tendency to punch through the larger tube.  You can over come this a few ways: 1) put the small tube all the the large one and weld on both sides (hard to make look good); 2) put a sleeve (larger tube) around the joint in this area. Number two is how you see most "T" tops done.  It is also good at coupling out a bending moment.

Another point:
Everyone puts S.S. hardware on there aluminum tops.  The result is a galvanic cell that corrodes quickly.  Where you can, insulate (electrically) the S.S. from the Al.  Use plastic washers and bushings.

Good Luck, hope it comes out well.

BTW, We are looking at alternate coatings for the top that will resist the salt water (spray) better.