I think your reply partly depends on whether you manufacture the parts in-house. If you send a drawing of the finished, anodized part to a machining supplier and you leave them to deal with the anodizing company, then you will only ever see finished parts.
Separate part numbers would (or might) only be required if you wished to place separate orders for the machining and anodizing operations. I said "might", because even then you might get the machining company to deliver the parts direct to the anodizers, so there would never be an issue of having finished and unfinished parts in your factory.
Getting back to the original question, in general I would model parts at nominal size. e.g. a 10mm hole with an H8 tolerance would be modelled as 10.000mm. Only the dimensional tolerance would show the range.
If you want to use the model geometry to directly drive the programming of CNC machines, then you probably need to model it at mid-tolerance. This also might be useful if you need to accurately know the overall length of a precision assembly e.g. to know if there is adequate end float.
Aside from these requirements, for precision plated parts, I model at the nominal plated size and then add a second dimension which shows the pre-plated tolerance. For the parts I design, there are usually only one or two dimensions where the plating thickness is significant compared with the finished tolerance e.g. for bearing fits.
John H