Many years ago I researched and tested the best methods for joining aluminum. My research revolved mostly around heat treatable alloys so welding may be more appropriate for non-heat treatable alloys. What I came up with was bond and rivet. Over fairly moderate temperature ranges acrylic adhesive and rivets combined give excellent shear and tensile strength. Just don't plan on taking it apart any time soon. This really works best when you have a large surface area between the pieces as in overlapping sheet metal joints.

Aluminum has fairly high surface energy when properly cleaned. If joining materials other than aluminum the surface may need to be activated to enhance adhesion.