Typically a laser cutting process will need to be completed before a brushed finish is applied. The edges will not be a nice finish if the material thickness is 1/4" or thicker. Thinner materials will have a sharper finish with less flashing. I have not used waterjet cutting outside of rubber sheeting so will not be commenting on it for use on aluminum or steel.
I recommend having your parts cut, finishing the edges and fitting the parts. After that is complete I would apply the brushed finish either by hand or by using a thickness sander. The sander will be very dificult to control for very small parts. Some machine shops may do a very good job while others may fail big time when it comes to quality. Make sure you specify which way the brushed finish should be facing. The aluminum will scratch very easily so I recommend clearing the parts when completed. If the brushing is too heavy without a clear, fuzz from towels will stick to the finish. Bare aluminum will also oxidize and become dull slowly over the course of a few years, and quicker if the parts come in contact with oil from skin.
If they use a pre-brushed material I recommend you use Stainless. It will not scratch as easily and will not oxidize. There are two series of Stainless readily available at most shops. 300 and 400 series stainless. 400 series has more impurities and will surface rust over time. 300 series is more expensive but will not rust. 300 is what should be used for a nice, long lasting appearance, that is a rigid finish, without a clear coat.
