I have used "Aircraft Stripper" on numerous aluminum wheels with good results. You can buy it in aerosol cans at WalMart. I have also been told that for more stubborn finishes you can try the spray-on automotive gasket remover... never had to try that, myself. WalMart also has etching primer that works reasonably well on aluminum and won't break the bank. I'm sure others will offer additional/better advice, though!

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1992 300D 2.5T
1980 Euro 300D (sadly, sold)
1998 Jetta TDI, 132K "Rudy"
1974 Triumph TR6
1999 Saab 9-5 wagon (wife's)