I find that Conn altos, 6m in particular, work well with most mouthpieces, whilst Selmers tend to require a more traditional piece. This is true for jazz anyway. Funk/fusion/pop/rock players can get away with or even prefer a Dukoff or other high baffle piece on their Selmer, but jazz guys tend to lean toward Meyer, Brilhart, rubber Berg and the like.
On a Conn, however, I've found that Runyons and Runyon made "Conn Comets" are a good match, as are the previously mentioned Brilhart, Berg and Meyer.
Here is a list of Conn alto players past and present:
Dave Glasser: Conn "virtuoso model" (a fancy New Wonder I) Meyer small chamber
Marshal Royal: Conn trany alto w/ Runyon made Conn Comet mpc.
Johnny Hodges: Conn 6m w/Brilhart (late 30s/1940s)
Bird: 6m alto w/Brilhart "streamline"
Dan Block: Conn "New Wonder I w/Brilhart "ebolin"
Other pieces I like with the Conns are the Lelandais "Streamline", Brancher L series, "Red Runyons", and rubber Brilhart.
Keep trying stuff out until you get the right thing. Good luck!