If there is a difference in anodizing quality, between the two alloys of aluminum that lyn mentioned, it shouldn't be anything that you will be able to actually see. 2024 is a bit stronger for structural uses, but if you are talking about small holes, that won't really matter. 6061 might be a bit less expensive.
Regarding anodizing... what you should be more concerned about is any welding that you may need done. Unless you choose your aluminum welding rod properly, you will definately see a difference in anodizing quality between your base metal and your weld.