robohippo,
something that should help you with the regular metal (not the axles). Due to the density, thinness of the metal, and the way it was made, it is thin enough to cut with tin snips. You might need a coach to help as tin snips can require a good amount of force to cut. It is faster than cutting with a hacksaw, and will allow you to cut on parts where there are no groove, and on groove. Just be careful if you cut in a place where you lose structure integrity then you will have a problem in designing. Just remember "measure twice, cut once" and you should do just fine. Best of luck to you, can wait to see what you come up with. Any questions PM me here
bonne chance (best of luck)
~gdo
EDIT: robohippo, listen to JVN about how consumable the parts are, vex labs is the best place to get piece as you can get them in any quantity. they also carry the vex parts from radio shack and are fvc legal (except pneumatics)