Aluminum doesn't rust. Under normal conditions it forms an oxide on the surface that seals the metal from further oxidation (assuming bare metal to start with). There are some major exceptions though. From long experience I can tell you that sea water will eat aluminum in a very short time. Bare metal exposed to natural sea water literally falls apart after a very short time. Another area of concern is intergranular corrosion, normally from attacks by some type of chemical agent (acid or base, they both eat AL). This can be very hard to spot as there is usually no outer sign of damage, until the part breaks. A proper anodize job, maintained well offers excellent protection. Anodizing is an electrochemical treatment that becomes part of the surface, not just a coating. It can still scratch though and requires some maintenance. Oddly enough, a very effective surface sealer is plain wax. Johnson's Paste floor wax works well. Just make sure that the wax is pure wax, a lot of automotive waxes include polishing agents (abrasives) that you want to avoid.
