We used a Shopbot this season for a lot of our parts. We also have two other cnc mills but the router has the largest area and the fastest spindle. It does 0.0625" and 0.125" sheet aluminum just dandy. Most of what we use is 5052 and 6061. Both machine similar. We also did the outer side plates from 3/8" 6061. We screwed most everything down but also hot glued a few small items.
The most important number you need is chip load (IPT). With a 1/4" cutter we nearly always use 0.002" IPT. We may have been able to go heavier but this worked consistently for us and I felt is was conservative. We used 3 flute coated endmills. If you go too heavy it may chatter or even miss steps... it you go too light it well generate too much heat and gum up. A healthy chip stays firm and takes the heat with it.
Early in the season we used WD-40. I am not a fan! Doesn't work very well and it's messy. It can smoke and cause general operator irritation. The parts would often be too hot to touch. So then we experimented with denatured alcohol in a spray bottle. This worked well. The parts stayed cool with no cleanup... but the spray bottle was wasteful. I was worried about swelling the waste board with a water based coolant. So I finally brought my fogbuster down and misted with denatured alcohol. It was a winner. We used less than a quart all season. With the misting we did 1.5xdiameter slotting in the 3/8" material. The key was proper chip load.
I just pulled up the CAM and verified the path we used. Helix in at 3 degrees, full depth 0.40", 25% step over, 0.002 IPT, 18,000 RPM, 108 IPM.
On the Centroid CNC knee mill we use a Trico MD-1200 MICRO-DROP mister with the synthetic oil. Works well as an alternative to the fogbuster. We mill steel parts on that machine.
Here's a video of the Shopbot milling thin aluminum.
https://www.youtube.com/watch?v=rFwFvM0ozno