Depends on the look that you want. I cleaned all of my aluminum parts by first degreasing with mineral spirits and then cleaning with Brillo pads with the soap in them. That gets them nice and clean, and I left it at that. If you want them shinier, then you'll have to use an aluminum/mag polish and a lot of rubbing.
Below is the aluminum cleaned using the Brillo method...
Edit: Glass beading is great for cleaning as it gets into all the nooks and crannies, but the finish that it leaves, although very nice on aluminum, is a magnet for finger prints and smudges. If you do glass bead, give it the Brillo treatment afterwards.