Ha. Ha. Just kidding. You may use aluminum. But you must euthanize your cube upon completion. With your bare hands.
Step 1: An Aluminum Weighted Companion Cube
I made this miniature aluminum weighted companion cube on one of the manual mills at TechShop San Francisco. All the staff were super amazingly helpful. Without their help, this project would never have been completed. Thanks guys!
While I can't recommend that anyone do this on a manual mill, as it was super labor intensive, TechShop SF does have a sweet CNC mill (Tormach PCNC 1100) and while you can't do large pieces on it, all these pieces are not large.
As a manual milling project, I did learn a lot about manual milling, but it took basically forever to make. CNC mill highly recommended. I did this project with almost no manual milling experience. That means you can do it too. Especially if you have help from awesome TechShop employees. But make sure to get extra pieces so you can mess them up and end up with a sweet box of scrap aluminum when you're done.
As I can't recommend this be made in this fashion, this is not really a guide on how to make this particular cube. It is more of a record of what I did, and some notes and files that might be helpful to anyone making a similar project.