in my opinion, the best thicknesses for segmented pens are in the range 0.5 mm to 1.5 mm. . Some use thinner than this.
If you want thin aluminum ....
Rummage around at a home construction site when the eaves troughs are being installed or when the roofing is going on.
Sometimes you can pick up scraps/offcuts at Home Depot.
Thicker aluminum ... try going to a metals supplier and ask for scraps ... you could get lucky.