I think JB Weld works about as well as anything readily available for our purposes in modeling.
In reality bonding aluminum to aluminum or to just about anything else is a little sketchy for any purposes if it's intended to be used in any kind of high stress application.
Tensile tests run on bonds with non-anodized aluminum show serious deterioration of the bond after a few months.
Aluminum is fortunately and unfortunately an active metal surface and is constantly changing unless it is made inactive by anodizing or a few proprietary coatings. Paint, epoxy etc, will eventually form a layer of oxidation between the aluminum and the bonding material and become very weak.
Anodizing, of course gives an inactive surface to bond to and increases bonding strength by several factors and allows the bond to last as long as the bonding material itself will last.
For low strength applications like most modeling situations JB weld works fine. If you have a magic supplier then 3M 2216 is the preferred epoxy for bonding aluminum (anodized aluminum). It's also very, very expensive, with a short shelf life.
I know that's all more than anyone wanted to know about it but the whole truth is always a good thing!
Randy Cuberly