TIG Welding Anodized Auminum - Bright Dipped Anodize (BDA) Marine Grade Tubing.

http://www.6061.com
Pulse settings:
-40% on time
-5% background amps
-Approx. .4 pulses per second (do whatever is comfortable for you)
No other special welder settings are required.

(opinion)
Some of the real good professional anodized welders (way better than me at anodized welding) don't use the pulser, but if you are new to anodized welding, the pulser can help keep the heat down, and also helps with rhythm and consistency.

If you want a cleaner weld without the anodizing "floating" on the top surface, mechanically clean the anodizing off the surface before welding. At least 1/16" to 1/8" past where you anticipate your weld edges will be.
 
"Marine Grade" BDA tubing welds up a LOT better than cheap anodized tubing that isn't meant to be welded. If you are having trouble making anodized welds look decent, make sure you are buying the high-end stuff.

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