Metals (particularly aluminum) make the recycling stream profitable, so by selling them on your own you are making it effectively more expensive to process the rest of your recycling.
Whatever you do, make sure you recycle as much aluminum as you can. It costs something like 10x more to make new aluminum than to recycle it. It never really degrades with processing (unlike paper and plastic), so it can be recycled forever. Making sure it gets recycled makes it cheaper, which is good because it's a nice material for a lot of things.
One place I lived wouldn't take steel cans in the recycling. So I collected them for a while and sold them to a scrap metal place for $2.60. It wasn't really worth it to have cans taking up so much space, so I started throwing them in with the recycling anyway. I figure the first thing they do at the recycling center is run everything under a giant magnet to pick out ferrous metals. Even if they don't accept them, stray jar lids and bottle caps have to be taken out.