I think 6061 machines the most easily and seems to easily leave a good finish, for example:

Click image for larger version. 

Name:	DSC08543 (Medium).JPG 
Views:	364 
Size:	66.0 KB 
ID:	4730

Click image for larger version. 

Name:	DSC08539 (Medium).JPG 
Views:	401 
Size:	58.4 KB 
ID:	4729

I use http://www.aluminiumwarehouse.co.uk/ but they don't do 6061.