You can find ScotchBrite pads at nearly every auto paint supply store. They are known as Ro-locs (sp?) They are available in small and larger sizes to fit a drill or angle grinder, and available in differing grits. Grey is probably as fine as you'd want to go, starting with Green, then to Red.
Aluminum oxidizes unless coated. Period. Using Alodine will retard it, but it still oxidizes. And the oxidation is a protective layer to the base alloy anyway.
I like glass beading them, then some type of paste treatment, but I have a cabinet so its easy and free for me.