Oxy Fuel rods have too many other components in the alloy for them to work with the electrical currents in a TIG. You'll get the same results with them, that Dartnut explained with the coat hanger analogy. I tried using some when I bought mine. It was more messy than just using my torch.
Aluminum not only requires AC current, but AC balance control (controls how much the current travels in each direction of the alternation, by percentage) and a really reasonable torch and machine with a duty cycle that can hold up. The tungsten will get way hotter than with DC.
Be sure to clean everything really well with a grinder, especially galvanized stuff or anything with a zinc coating or zinc in the alloy, like brass. It gets messy. There is a special silicon bronze rod that melts before brass to braze a brass joint and requires good amp control to not go over into brass melting point, so the zinc is stable, or it will be like a coat hanger as well. Also be sure not to touch the tip while it's hot enough to melt steel on contact, because the tungsten will absorb the work metal and it destroys the quality of the arc until the tip is resharpened. Be sure to sharpen the tungsten linearly, and not across it, so the arc will not wander and travel down the tip crooked.
If you are curious about a joint or material type/ thickness, try it out on scrap and research. Each joint type, material type and thickness require a variety of gas flow, tungsten stick out, tungsten type, gas lens or nozzle size, amp setting, filler rod and hand speed. Two different types of joints, even with the same metals and filler rods will sometimes require a quick change of torch settings and hand speed, so practicing and research is your best friend.
