I started out doing the whole prep. Alumiprep etch and scuff, then alodine, then primer. After a while I skipped the alodine step and I didn't see any difference in the finished product.
I would definitely etch with something to make the primer stick better.
My process at the end of the build was clean the surfaces with acetone (takes off the markings on the aluminum and any grease/skin oils), maroon scotchbrite scuff with 50/50 alumiprep/water solution, rinse, dry, then one more acetone wipe down before shooting on the Akzo epoxy primer.