Aluminum Finishing
From Pvdwiki
production aluminum is never bare, it is either clear coated, painted, or annodized. annodizing can be clear, leading to misunderstanding about what is bare or not.
most engine parts like you mention are clear coated. it is a very, very thin coat, but it is there. varithane, is best i'm told, but i have never truely done the job. check out: Eastwood co. diamond coat
emery and steel wool will give you the finish you are looking for, but then you must protect it or it is just going to oxidize.
Wax can also be used to protect some parts