Anti sieze
 

Loctite 37617 Silver-Grade Anti-Seize Stick - 20 g
Is this good to use for stainless to aluminum connections ?

Yes! If you don't use some kind of anti seize you'll gall the aluminum. Try using it in the newer lipstick style dispenser. You'll like it -- anti-seize is messy stuff.

That's what that is. I'm going to get a few different strengths of thread lock too.

I use the heck out of that "lipstick" style loctite at work with good results. Less messy but still gets all over me and the work one way or another. I use antisieze habitually on any stainless.
Depending on temp you are working on there is a Loctite 76764 for high heat (really high). That may not be available in the tube but it stays put in downstream exhaust valves and such where I have used it. I would go that route on header/turbo related applications personally, although the tube stuff may have a high enough rating. I have found the tube stuff is somewhat dry and less tacky... Sluffing off the threads too easily during assembly at times.
I like having both products at my disposal.