I'd use a screw, rivet or spring. Preasure contact should conduct fine.
Superglue or JB Weld do not conduct, I've used both as insulators.
There are glues out there that do conduct. Look for Solderless bonding, or maybe chemical soldering. Places that sell it might include Radio Shack, Auto parts dealers, Hardware stores.
I don't know about soldering aluminum, but I know that when you weld it you need to flood the weld area with a non-flamible gas so that the aluminum doesn't ignite and burn. Where the temp is so different between the two, gas flooding may not be necessary, there may be a chemical alternative, but ALWAYS be cautious when applying a torch to metal. If you get ahold of something with magnesium in it and it ignites, you will be unable to put it out because it produces its own oxygen.