A while back I posted some questions on the subject.
In general the responses to my and prior questions were
not too good - neither was my early experience.

The 6xxx aluminum is nearly impossible to slot, as it is soft &
gummy etc. However I continued the search for the right
alloy, as I have seen it done in Russia.

And finally here's the answer: use 7xxx (aircraft alloys) -
these slot just fine, down to 1/16" end-mills in 1/8" plates.
Done it myself, on HF mini-mill with great results.

Some links (no affiliation): world's greated hobbyist sto
mcmaster.com . Excellent source for miniature carbide end-mills:
http://www.discount-tools.com/bes-200.cfm

Bought from both many time, w/o slightest problem.