I find that the easiest way is to make up a caustic soda solution (about 25% of the strength recommended on the container will do) in a plastic bucket or something like that and have another bucket with just water in next to it.
Do all of the following outside if possible and don't breathe in the fumes....
Find a suitable brush (old toothbrush or small washing-up brush) to scrub the component with and wear decent rubber gloves. Safety glasses would also be a good idea... A pair of plastic tongs are also useful for transfering the component from bucket to bucket.
Lower the part into the caustic solution for a only few seconds, lift it out and rinse it in the clean water - give it a scrub with the brush and you should see some of the colour come off into the water.
Do this as many times as necessary to remove the coloured anodising - it's better to do this with multiple dippings than to just chuck it in and leave it, as you have more control over how much you remove.
Wash well afterwards in some water with lemon juice or vinegar added, especially if it is a complex CNC component with lots of nooks and crannies, like a Hope stem for example.
Polish with Solvol Autosol.......