I've painted Ali on numerous occassions. Firstly key with a 240 Grit oxide ( or simular ) sandpaper, prime with a Ali primer or some places sell a multiprimer for non-ferrous metals. I've used 4" sponge rollers for a smooth finish or a short haired roller for a slight texture, they tend to be spirit based paints, so the sponge rollers will expand, meaning you will need a few. I have used any gloss paint as a top coat on Ali sills etc, + hammerite, but I've found the best to be the metal paints they use on agricultural machinery. Spaldings is a company I've used in the past.
Hope this helps