I use red Scotchbrite to give a nice "brushed" finish (or as a step toward a polished surface).
But if you just want to clean the aluminum oxide off, I've used a product called "Coil-Brite-A", which is designed to clean the coils in A/C units. http://www.supercoproducts.com/Products-HVAC.htm
I sprayed it on lightly, then scrubbed with a nylon brush, then wiped it off with a damp rag.
I just did the fins on the head.
Another thing to try is one of the citrus-based cleaners - I've used them, but the coil cleaner worked better for me on aluminum oxide.
What izzit your trying to clean? (We like pictures here