2020 extruded aluminum (so named for its 20-mm-square cross-section and not, confusingly, for the year that I bought it) and its larger siblings seem to be the preferred current construction set for engineers. Each face of the aluminum sticks has a T-slot that accepts a nut or the head of a custom machine screw, allowing the sticks to be fastened together without drilling holes and thereby facilitating rapid physical prototyping.
I recently ordered a stack of 2020 extrusions pre-cut to several lengths I wanted to play with. It was my first foray into AliExpress, which (that particular foray) went quite well. The tidy pile above cost me only a little over $100, the best deal I could find in several places I looked.
Since receiving that shipment, I’ve been prototyping brackets for attaching 2020 extrusions together. Shown here is the overly elaborate last one I’ve tried, because I didn’t get good pictures of the earlier attempts in action.