Any problems with welding my Masthead, its an aluminium casting which is also anodised.?
The additions will also be aluminium. (not anodised).
The final assembly will be painted, recommendations for a paint (will be sprayed).?
First thing that comes to mind is if you need to ask such a question. Then it would appear you are not qualified enough to do the weld. Harsh but true.
Second question is what do you want to weld to it?
If you're painting it then sand the anodising off locally as said. Anodising is an artifically grown layer of aluminium oxide and while there are techniques for welding 'through' it they ain't easy and the result is the same- anodising is removed local to the weld.
'Bump welding' is the term to search (google will fill the rest in for you), AFAIK it's only really used in the marine world for things like 'tuna towers' which are too big to get anodised afterwoods and need some protection, the cheapest way being to weld through the anodising and then paint just the welds