I suppose the place to start is how much of your time you'd like to spend making something to replace what we provide you?
Front Panel Express could indeed make you a perfectly solid, functional aluminum enclosure for your SEX amp, but I bet you'll spend $300+ to get it made. Do also keep in mind that mistakes can be expensive. On the positive side, you aren't going to need your own machine shop, and basic hand tools will be all that is required to put the box together.
I have done a few builds that are wood bases with metal front and back plates. This makes for an infinitely more difficult build, and you have to be careful to be sure everything is properly grounded, but this kind of build can be done affordably with a little more time invested on your end. Even the FPE boxes may need a little extra assistance on your end to achieve proper grounding.
The most punishing route to take would be the drill press, files, etc. This will take tons of your time, make a mess wherever you're doing it, and things just don't tend to line up that well when you're drilling by hand. I have had a drill press in my workshop for ages now, but I use the guy with the waterjet that's 10 minutes away from me instead. The mess stays there, the cuts are perfect, and the material is in stock 10 feet from his machine.