Pure aluminum is second only to copper in heat conductivity. It is inexpensive, and when strengthened (usually by adding magnesium, copper or other metals) it makes wonderfully light and responsive cookware on its own.
But as you may have guessed, natural aluminum will react with certain acidic foods, imparting a metallic taste and dull gray tint. To address this shortcoming, the best pieces are either lined with a nonstick coating, clad with stainless steel, or undergo anodization (a process that significantly hardens the surface and gives it a very dark grey color). In fact, more and more manufacturers are anodizing pieces that will also have nonstick or stainless interiors because it is attractive, more durable and easier to clean.