Like anything, there are high quality and low quality ways to go about things. However, anodizing chemically converts the outer surface layer of the aluminum object into a very stable material - you can't scrape it off without removing material from the aluminum. Powder coating is a tougher than most painting but it's still an exterior coating that will be more suceptible to damage.

However, you could probably powder coat your beams three times by they time you paid for one round of anodizing for one set of beams (there is usually a heavy volume discount for anodizing since tanks of chemicals large enough to imerse the object are required).