In my experience, Epoxy primer has the strongest grip and therefore the preferred first layer. Many support direct application on Aluminum, but check first. I use SPI and it is a direct to metal primer that grabs very good on aluminum. It also sticks to F/G very well and is a go to primer for the Vette guys.
The key with adhesion to aluminum is application within a couple of hours of abrading. Aluminum begins to oxidize the minute you take off the old layer of oxidation. Most don't realize this, as it is not visible like rust. Once the oxidation layer is created, the oxidation usually stops or slows dramatically, as this layer prevents further oxidation. The layer of oxidation is typically VERY thin and not easily recognized for what it is. When you sand AL and watch it turn from dull to shinny, that is oxidized layer being removed. That invisible oxidation layer will allow ANY primer (excluding self-etching primers) to more easily separate, as it is adhered to the oxidation layer, which does not have that strong of a bond with the base aluminum, so be sure it is not there.
Most self-etching primers are acrylic and don't bond nearly as agressively as epoxy primers and therefore worth the effort to use epoxy. Also. self-etch only breaks down the oxidized layer. It does not create the strength provided by mechanical adhesion (requires mechanical abrasion) and therefore sanding or scuffing is still required for a good bond with self-etch. The Previous owner of my kit just sprayed it on, not understanding that, and some of it will literally blow off with compressed air in spots.
Some types of etching, such as alodine, actually do create a chemical bond as strong as mechanical adhesion, but I do not believe you will find that in any self-etch paint. Those chemicals typically require a rinse and therefore wont be found pre-mixed with paint.
Bill, many people apply catalyzed polyester products directly to metal, following the abrasion guidelines I mentioned above, with good success, assuming it is top coated with something that seals it from moisture (the poly products will absorb and transfer moisture to the metal, allowing it to oxidize underneath it, breaking down the bond). However, the best practice is to start with a layer of epoxy primer and apply poly products on top of it for the best adhesion (you get some cross-linking if applied within the epoxies window).
Larry