One of the best lubricants I have found for cutting aluminum is WD40. Just spray some on the cutter and workpiece, and cut like you normally would. It will greatly reduce chip welding. However, this is not a "coolant" perse. In other words, you won't be using it in a "Flood" coolant system, so you will need to be mindful of your speeds so as to not generate too much heat.
I use the WD40 when cutting aluminum on the following machines/operations with good results:
Sawing - band
Sawing - circular saw (for fast rough cuts)