There's no problem shoot aluminum cases. Some ranges might have an issue with it...check your local range policies. Most ranges make a killing by either selling, or reloading spent brass. Separating aluminum and brass casings from each other just adds another step to the sorting process.
As an aside, the range I frequent most, they sell their own reloads for use on the range, (you can, however, use whatever ammo you want there, not just theirs). But you aren't allowed to police brass if you shoot their stuff. If you do, they'll hit you with a 15% surcharge because they say the price is discounted to account for the brass they'll pick up and use again. The only time I ever use their ammo is if I'm renting a gun to try out. In that case, they require that you use their ammo.