[FourPenguins]

One of my favorite materials of all time for small parts is Acetal resin (Delrin). It is a good bushing/spacer material and some teams have even used it for gearbox plates.
Polycarbonate has reached the point of almost being mainstream, so I won't go into detail. However, keep in mind that it comes in tubing as well as sheets.
One of MORT's cooler innovations has been polyurethane foam. It's a two-part mixture (like an epoxy) that expands to fill whatever you pour it into. It's good for adding rigidity to tubes.
Also available is solid polyurethane, which can be used to cast parts. For example, if you have a small, low stress part, machine one out of aluminum, and then make a mold from it and cast the rest.
Aluminum is not nearly as one-dimensional as one may think. Different alloys have different properties and a little research will go a long way. Look into the 7075 and 7068 alloys for high strength options.