You could use aluminium profiles, that are, for example, used to build frames for conventions. These are screwed together with standard components such as bends etc, and then a stainless steel mesh screwed on, but it will be pretty expensive. Pretty much oversized lego, if you can get the right components.
That said, building stuff takes practice, and metal work especially. Welding alu isnt fun at all (try welding butter, it will be sort of the same effect), and even stainless steel is a pain ^^.
If you build an aviary Michael has some important things he's said in this post, and probably in his link as well (I havnt had time to read it yet).
A roof is very important, both for sun and weather protection, and to prevent wild birds from pooping into your aviary. You also want to make sure you have a bottom (for example this could be tiled stones maybe?), so wild animals cant dig their way into your aviary. If possible, double nets with spacing isnt a bad idea, both to increase durability, but also to prevent animals from grabbing a bird through the net.
Basically, you really need to think the build through before you start, but if you do, I think an aviary can be a great enriching environment for birds =)!
I am definitely building an aviary should my wife and I move to a house sometime. For now the parrots will have to be happy with their appartment (which they gracefully allow us to live in as well ^^).





