T6061 aluminum alloy is nice to machine. There are other grades such as "utility" which are gummy as hell.
You should definitely find a way to apply lubricant when milling aluminum, as this will help greatly. Although you can cut it at high speeds, it still gets quite hot, and since its melting point is not all that high, the chips tend to weld together, and to the cutter. Lubricant will help keep the chips flowing.
First you get good, then you get fast. Then grouchiness sets in.
(Note: The opinions expressed in this post are my own and are not necessarily those of CNCzone and its management)