In my work, we do friction stir welding. We've achieved a pretty good bonding between aluminium to steel in butt joint configuration. It can be made in friction stir spot welding too. The process induced a pin tool (normally H13 heat treated tool steel) that penetrates into the joint at high RPM (can be less than 2000). In aluminium to steel, you can use PCBN or tungsten tool to prevent wear but we don't make it very often. It is feasible, but you'll have to know from a metallurgical point of view that intermetallics between aluminium and steel are created at temperature as low as 300-400 Celcius degree. So, if you heat up to this temperature, you'll have intermetallics in your joint that weakens the weld (low ductility and strength).
There is a group, at my work too, working with structural adhesives. They do a lot of application which involves aluminium to steel bonding. The key factor with adhesives is the surface preparation. You can have better result with a lower strength adhesive applies with a good surface preparation compare to a high strength adhesive applies with a bad surface preparation. Surface preparation can be as easy as sand blasting or other processes if you required high strength bonding.
