An aluminized pipe or muffler is typically made of steel and coated with aluminum to retard corrosion. It's similar to galvanizing but it stays shiny longer. You would weld them with a steel electrode, and the best bet would be to grind away the aluminum in the weld zone first. Otherwise you'll burn holes through the thin pipes while trying to "burn away" the aluminum.
As far as the stainless....If it's a 300 series being welded to carbon steel, I would use a 309L weld metal.
Just another comment, I understand wanting to weld exhaust systems together, especially if you drive over a lot of rough roads. But mufflers tend to corrode a lot and welds will make it harder to replace them.
Hope all works OK for you,
CHGuilford