anodizing looks a little better and is a more long lasting effect but it doesn't shed snow any better then your plain rails. If you want them to look good and perform you have to shine them to a mirror and then have them anodized. It's also difficult to find a shop that has the facilities to do such large items. Most anodized parts are small so the tanks are not normally designed to accept such long metals. A company has to do a crazy amount of work to warrant large volume tanks.
The other option is powder coating. All powder coatings and all processes are NOT THE SAME! You become involved in a horrible mess if your coater doesn't properly prepare, applicate, heat sequence, all the while using one of only a few blends of material available or it scratches, chips, and flakes.
If you do get anything sled related powder coated and they do it correctly with the right materials it will far outperform anodized processing for anti-friction and snow adhesion for less money.