I used NAPA self etching primer over the bare aluminum when I painted my winter wheels, then painted them with Dupli-Color wheel paint. We'll see how it weathers. I'm expecting that the paint will eventually look like crap but the etching primer will stay in place. The NAPA etching primer is private labeled Sherwin Williams Automotive etching primer, and it's worked really well for small projects in the past, but I usually use it on steel.
Make sure you wipe the wheels down with a good grease and wax remover, acetone works also but whatever you do wear gloves. People laugh at me when I say this, but acetone is a fat solvent and is really not that great to get on bare skin. Don't use MEK, it's really unhealthy and it leaves a residue that will need to be removed with something like acetone anyway.