1. e4 Nf6

I'm interested in playing a couple of games with Alkehine's Defense, but so far they've all lost.  Basically, it seems like no one plays 2. e5 at my level.  If they play something else, what would be a good plan?  2. e5?

Another one I see is 2. Nc3.  I think that 2... e4 might really be the best here.

1. e4 Nf6 2. d3 e5 3. f4 is a rather tricky and sharp opening while 3. Nf3 is just a solid, but kind of lame try to get into the KIA. 

Also the Vienna is not without poison while 2. Nc3 d5 3. e5 d4 4. Nce2 might lead to a rather uncommon and unclear positions.

Even 2. Qe2 might be played by some opponents. 

Another "trick" is 2. Bc4 Nxe4 3. Bxf7 Kxf7 4. Qh5 and black more or less has to give back the piece. Still it should only be a shock if black has never seen this before and objectively, this might be the worst of all playable alternatives.

Seems like a lot of good tips, but I'll have to read them with my board out after some much needed sleep.

2... d5 does seem like a nice bet since I do like the French and played many games with it.  What are some of the problems with it, though?  Here are some possible continuations I thought of quickly.  One just goes into the French Advance and the other looks like a Scandinavian.

If any defence is "annoying" for me to see, it is the alekhine defense, which I simply didn't understand as white, so I played it as black some, and didn't understand it then either- I used to try skirting around it with Nc3 for example, but d5 I always found to be the most annoying, as after e5, black can play d4, and a bunch of pieces are coming off the board and its more or less equal and probably going to draw. (as white I've lately been going for mainline stuff and doing lousy, but better than before )

actually the line he gave that transposes to a french is just a french defense classical- where white plays the steinitz variation but with the knight on f3 blocking the f pawn, which scores at least equally for black as it is now very troublesome, (not even sure its possible) to hold the e5 pawn without support from f4. this would be a critical mistake for white, and black definitely has an advantage, however Nf3 is not forced by the alekhine defense move order, so white will likely play f4, and then it is a simple transposition (ie. an identical position) 

Actually Alekhine has almost always played 2.e5 when faced against his own defence. Here is one of the best examples: