I went through many trials when I first started anodizing before I discovered what works best for me. I pretty much started out the same way as TXCwboy. I went crazy trying to get good colors. A little advice from Kelly Carlson and I was on my way.
Your anodizer seems to be set up properly but I think it may be a combiniation of everything else that is hindering your efforts.
I went to Target and bought a plastic canister set. Just the right size vessels for the anodizer setup. They also have tight fitting lids for storage.
At first, I tried TSP in tap water with terrible results. As Ray said, tap water contains many minerals that may effect the colors you are trying to anodize. Go with the distilled water that can be found at many supermarkets and larger drug stores. Instead of the TSP, go to your local plumbing supply store and buy a quart of Industrial strength drain cleaner. It is mainly sulfuric acid. I use about 2 teaspoons per gallon of water.
For the cathode, stainless foil is the prefered material. Cut a sheet out that will wrap about 1/3 around the inside of your container with a tail hanging off that will come up and out of the container. Your alligator clip goes on that tail outside of the container. (if you have no foil, shoot me your snailer and I'll get a piece out to you). To protect the foil, go to your local craft supply store and buy a piece of plastic mesh material. They come in 12x12 squares and cost about 2 bucks. Wrap that around the inside of your container to protect the foil.
For the anode, I bough a Niobium clip from Reactive Metals. A little pricey but works great.
I also bought a gallon of Ti etch from Reactive Metals as well. In my experience, I found that this will make for cleaner colors. The etch is expensive but I have been using the same bottle for two years.
I use this process when anodizing:
Obtain the prefered finish on your Ti.
Wash thouroughly with soap and water to remove any oils etc.
Hang the parts on the anode and submerse into the Ti Etch. (about 30 seconds)
Rinse in another container of plain distilled water.
Submerse into etching solution and etch away. ( I submerse the Niobium clip and everything into the etch with no problems)
Re- rinse in plain distilled water.
Dry the parts.
Assemble the knife and go ooooohhhhhh, aaaahhhhhhh!!
Hope this helps.
Bill