Polishing depends on how good or bad is the piece you start with......

For an ordinary piece of aluminum go with sanding up to 2500 grid as mentioned by 70cuda383 (the key here is straight sanding, not orbital), otherwise, if you are working with an already smooth piece and there are no visible scratches...polishing compouds might do the tricks... but for a true high gloss polish, a buffing wheel with sticks of compuds by colors, like those sold by eastwood are the way to go. It is a veeeeeeeeeeeeeeeeeeeery long job,but quality takes time..

Dan