Your finishing technique is really good. I normally don't like shiny stuff, but that looks good!
A relatively cheap and hassle-free way to primer bare aluminum is with an Alodine rinse. Used extensively in aerospace to prime aluminum before painting. You can get a gallon jug of it at "Aircraft Spruce". Get a cheap baking pan that will fit your parts. Pour in alodine. Add in parts. Use rubber gloves, this stuff stings. Well ventilated area, etc. Use 1" paint brush to baste the parts. Doesn't take but a few minutes. Gives you a golden hue. Rinse thoroughly with water. Allow to dry and you're ready to paint.
If this seems a bit much or you're worried about chemical disposal, check in with your local airport, and see if any shop there has a mechanic willing to alodine aluminum parts for you. Obviously this is gonna vary.
I think this is a very viable alternative to anodizing aluminum. It will coat all the little nooks and crannies that you can't paint with corrosion protection, and give you an excellent base for whatever coating you choose next.
The next step up would be to try a Duracoat finish, which I have found to be about the best, all-around, non-baking finish to use on firearms. They have spray kits for those without spray guns. If allowed to cure properly, like leave it alone for 30 days, it hardens up pretty good. Yeah that might be a down-side, but it is what it is.