I have never used, but know that there are available aluminum sheilded metal arc welding rods (as in stick welding), but have also heard that their performance is poor and should only be used in emergency type situations. Things may have improved though. I found an online source that offers them at http://www.weldit.com/alum_01.html. Your local welding distributor should be able to get ahold of some too.

This web page advertized marquette electrodes
http://www.handsontools.com/store/list_products/?category_id=9842

If your main interest is welding aluminum without sheilding gas, it is also possible with oxy-fuel welding and brazing, but I haven't done that either.

I have used the MARQUETTE electrode. It can be used with DCRP on reasonably thick material with some success. In the old days I carried some in the truck for emergency repairs of irrigation pipe.

As an aside, I found that it works best when used as a filler wire with the oxy/acet torch. This provides the option of joining thinner material. But neither the torch nor the electrode holder can match the TIG process for aluminum.