Friction Stir Welding is a suitable solid-state joining technology to connect dissimilar materials. To produce an effective joint, a phase of optimization is required which leads to the definition of process parameters such as pin geometry, tool rotational speed, rotation direction, welding speed, thickness of the sheets or tool tilt angle. The aim of this review is to present a complete and detailed frame of the main process parameters and their effect on the final performance of a friction stir welded joint in terms of mechanical properties and microstructure. Attention was focused in particular on the connection between different aluminum alloys. Moreover, the experimental results were correlated to the development and the applications of tools which can be effectively used in the design of the manufacturing process such as finite element analyses, artificial neural networks, and statistical studies. The review also aims to be a point of reference to identify the best combinations of process parameters based on the dissimilar aluminum to be joined.