HDPE as the body of a 3-D Printer?
The main consideration when building the body/frame of a 3D printer is the stiffness.  The stiffer the material, the less the frame will deform under load, and the more accurate and repeatable your results will be.

UHMW has a Tensile Modulus of Elasticity around 120,000 psi (http://www.polytechindustrial.com/products/plastic-stock-shapes/uhmw-polyethylene)

Aluminium has a Modulus of Elasticity around 10,000,000 psi (Mott, Applied Strength of Materials, 5th Edition, depends on the specific alloy)

Aluminium is around 100 times stiffer than UHMW.