How do you connect a number 12 aluminum wire to a number 14 copper wire?

AMP (part of Tyco) manufactures the COPALUM system. It's a form of pigtailing, but the electrician uses a special machine that applies (IIRC) over 20 tons of force to the crimp. When it's done, it is as safe as you can possibly get with the notoriously unsafe aluminum wiring.

12-gauge aluminum and 14-gauge copper both handle 15 amps, so that's okay.

The proper way is to get a licensed electrican with aluminum experience to "pig-tail" all the aluminum wire in the entire house. This way you wind up with only copper wires to work with. I live in an area with a LOT of aluminum wiring and made a nice living for awhile doing pigtail work. You use the anti-oxidant compound and al/cu connectors. But the important part is to make sure that the connection is made correctly--something a lot of inexperienced electricians might mess us--and that the wire is skinned back so that it had not been abraded or oxidized in any way. It costs a few dollars, but unless you are ready to have your house burn down, it is worth it.

electrical supply stores carry a wire nut made for cop to alum connections

I very strongly do-not recommend the use of two dissembler metels in wiring. You are asking for TROUBLE big time! When two metels are put together they set up a reaction called electrolysis which causes currosion. This causes the junction to heat which is a major cause of electrical fires! Aluminum may be cheap but better forgotten. Aluminum also has more resistance than copper and therefore requires a lot larger wire. If you don't mind dim lights, hard starting motors that heat because of the lack of available power ect. Well I hope you got the idea. Aluminum is better to make pop cans out of!

I'm sure the guy meant "dissimilar," but I agree - DON'T DO IT!

When connecting aluminum and copper wiring together you must use devices marked CU AL which are designed to keep the 2 wires from touching each other. Best advice is to absolutely not use aluminum wiring!

Don't forget that if you have to use Aluminum wiring you should coat all your connections with an anti-oxidizing paste to lower the fire hazard. 3M also makes a crimp type tool and connectors that can be used with it to make a aluminum to copper connection (IF ABSOLUTELY NECESSARY). It works better than the AL-CU nut type connectors.

3M also makes a handy little wire nut specifically designed to connect aluminum and copper wires that already contains an anti-corrosion compound probably the simplest and easiest method.