From what I've read about annealed or zinc annealed is it's primary job is for car bodies and industrial fridges etc, it does bend without stressing, plus it's got that grey coating that holds back rust... I've had sheets on the weather for years on end and have only got rust on the tampered or scratched edges .. Mark, you should use this stuff , a full sheet costs about $80 from steel outlets ,I use 1.2mm as it's easier to weld being thicker..
Have a look at Kaka industrial, or Google up bead roller sales will bring up lots to choose from, getting a bunch of dies with it is something to look for as well , buying them separately will cost a packet, I bought the folding pr (1 is a skateboard wheel) . Next on your list is a shrinker stretcher machine!!