The amount of Internet misinformation relating to stick welding aluminum is astonishing. I'm sure that everyone with a stick/arc/SMAW welder or DC TIG welder has wanted to weld aluminum at one time or another. Many web pages and forum posts state that either an AC TIG welder or a MIG welder with spool gun, with argon shielding gas, is required to weld aluminum, which is inaccurate. What should be stated is that AC TIG with argon or helium mix is the slowest, cleanest, and most controllable way to weld aluminum, which makes it especially good for welding thin aluminum. DC TIG with helium can weld aluminum, but its hot arc and deep penetration may be best for thicker welds. MIG, which is DC, is much faster than TIG, but it is not nearly as controllable because you cannot melt the base metal without adding filler metal. Neither TIG nor MIG can weld aluminum in breezy conditions. However, stick welding aluminum is possible with a DC stick welder and it actually works better than I expected.
E4043 aluminum electrodes DCEP - success
I tried to DCEP stick weld aluminum with a flux-coated 1/8" aluminum electrode. I used 1/8" Harris 26 Aluminum Welding Electrodes that I purchased from Cyberweld.com. Hobart also makes aluminum electrodes. I saw them at Northern Tool, but I have not tried them yet. Lincoln Electric also has the Aluminweld 43 rods, but I have not tried those either. The Aluminweld 43 data sheet has useful instructions. The electrodes use different flux than more common steel electrodes, but the process is basically the same. The heat source is the arc between the consumable electrode and the base metal. All of the aluminum electrodes I have seen are 4043, so they can weld all of the same aluminum alloys that 4043 filler rod or wire can weld. They recommend DCEP/DCRP, which makes sense. AC TIG is able to remove the oxide layer on the base metal during the electrode positive portion of the alternating current. Just like MIG welding aluminum, DCEP constantly removes the oxide layer from the base metal while the electrode flux keeps oxides from forming on the electrode metal and the molten pool. The flux protects the weld as it cools and forms a protective barrier, which works great even in breezy conditions. They key is to move faster than you would with a steel electrode and not much weave movement is required since the aluminum flows better than steel. I welded a 3"x6"x60" aluminum box section out of 3"x0.125" angle for a storm grate extension and used less than 1 pound of electrodes. That works out to 60" x 4 seams = 240", which would have used quite a few TIG filler rods and a significant amount of argon from my 40cuft bottle. Some people have suggested that DCEN will work and give much better penetration on thicker base metal, but I have not had a chance to try it yet. These DC flux-coated electrodes will not work directly with an AC output stick welder because the arc extinguishes during the zero voltage portion of the sine wave. The following photos show my newbie welding skills with these 1/8" electrodes at 120A. This bit of welding was done with a 160A inverter on a bottom side of the grate extension near the beginning of my learning curve. My welding and my welds got better as I progressed as shown in the photos.
So, my conclusion is that stick welding aluminum is great when a lot of structural (read not-perfectly-cosmetic) welding is needed. It should be possible to lay some nice looking welds and weld thinner metal this way, but my skills are definitely not there yet. I was able to weld at near MIG speed without a MIG welder at or under equivalent consumable cost. The 1 pound of electrodes was about $25 shipped. One pound of aluminum welding wire is currently about $20 and my argon bottle costs about $15 to fill up. The main drawbacks are learning curve, appearance, quality, and slag cleaning effort. I know many professional welders with nice AC TIG setups scoff at this method, but many projects aren't mountain bike frames for paying customers and sometimes people need to do the best they can with the tools they already have.
This page, A short history of welding aluminum, has an excellent overview of the various aluminum welding processes. It does a good job of explaining some of the difficulties and potential problems with flux in OFW and SMAW aluminum welding.