I learned a lesson the hard way on using cold rolled steel. There are tensile stresses in the skin of the steel extending 0.5mm to 1.5mm deep. So if you do anything other than just drill holes, the steel will warp in some interesting ways. If you are going to use cold rolled, then you either need to stress relieve it (which is hard if you don't have a forge or furnace) or you need to mill at least 1.5mm off every face.
Instead of using cold rolled, from now on I'm going to use hot rolled steel which simply doesn't suffer from this.