If the base material is aluminum- use aluminum wire.
If the base material is steel use steel wire.
These two materials are different in a lot of ways and are not suitable to weld to each other. If you are going to mix aluminum with steel for a constructed project- do not join the two materials with a weld. A high strength adhesive or mechanical fastener is required.
Besides the difference in mechanical properties- the combination is very similar to that of a battery. Electronic action will take place over time and when combined with the differences in metallurgy the welds will fail!