What type of inlay are you interested Steve. I've done both brass and aluminum. Either can be used just like a wood veneer or plastic sheet. The least expensive is to use an aluminum can which you can cut with large pair of scissors. Rough up both sides with sandpaper to improve adhesion and inlay away. Look in the library for Inlay tutorials and substitute the aluminum. You'll need to sharpen your tools sooner but turn and finish just like you would wood.
You can buy sheet aluminum and brass at Hobby Lobby (modeling section) or other hobby stores. If you purchase sheet the same thickness as you band saw blade you can do some nice Celtic Knots.
Here's a quick sample....excuse the photo...Black Titanium Blackwood slim lines with aluminum inlays.....
Vic