Hi Mike, from near Guildford, so not so far away!
I second the "long bed" suggestion, as otherwise you'll be limited to pistols if you want to make barrels... There are some interesting resources re drilling and rifling barrels on t'net, materials may be difficult to find, though - one good source of decent steel is Transit etc. half-shafts, once annealed you end up with a few feet of good quality high-tensile steel around an inch-and-a-half thick, then it's time to learn about "gun drilling", an interesting field full of high-pressure pumps for coolant, D-bits, hardened drill bushings etc.!
I've had a go at anodizing, it's not as difficult as it might seem - battery acid and distilled water, a hefty battery charger, graphite brazing electrode rods (with the copper stripped off in Ferric Chloride PCB etchant), a plastic bucket and away you go! The real difficulty seems to be getting the dyes in small quantities (I tried inkjet-printer ink, with some surprises - who'd have though that black ink would give a wonderful copper-bronze colour?). The hard bit seems to be preparing the surface well enough before it goes in the tank - *any* marks or scratches will be more obvious once it's anodized...
As you're not too far away, you could have a look at Warco's offerings (they're just outside Godalming), they have various sizes and shapes of imported lathes/mills etc. (closed on weekends, though - helpful that!), or if you're up for a challenge there are a lot of small industrial machines coming up on Ebay - a bit more hassle in the transport / powering / installation, but a decent one will do a lot more than the smaller hobby lathes at around the same price, and Ebay tooling tends to be cheaper in the larger sizes! I always think "You can do small stuff on a big lathe, but not big stuff on a small lathe".
If you go the industrial route and need to produce your own 3-phase, there are folks on here (myself included) who know a bit about VFDs, phase convertors etc. to help you along the way
Dave H. (the other one)