You are trying to work with some big OD THINwall tubing. I don't say pipe because I don't think pipe comes that thin. You are in for a real challenge if you want to put anything more than a gentle bend in that stuff. I am going to assume you want to do more than giant sweeping curves so heres my .02. You ask if anyone has seen a mandrel bender.
Yes, I have seen a mandrel bender. Here is what is meant by "mandrel bender"
http://www.vansantent.com/definitions.htm Those are EXPENSIVE. Real ones cost tens of thousands of dollars USED. Here is a baby one
http://www.bii1.com/benders_f1.htm
The plans posted by 58chevy include a set marked similar to a hossfeld # 2. That is a very versatile bender.
http://www.hossfeldbender.com/pipeandbar.htm
I have one and wouldn't give it up for anything. The plans on that site include only a few dies for bending flat stock and solid rod. Dies are available from hossfeld manufacturing but they are expensive. If you are going to bend 2 1/2 to 3/1/2 x .040 wall tube you won't do it with a hossfeld style bender. I'm not sure that you can bend that thin of material on a muffler tube bender either. The hossfeld style will kink it unless you get a big radius die to bend it around. Like 20 times the diameter of the tube or bigger. ( That is a guesstimate on my part) Hossfeld doesnt go that big with their own benders so I'm not sure that machine is capable. I am not sure packing it with sand would help either. It would probably burst. That is really thinwall material you are working with. Big od too. There is a company called jd2 that makes benders, (the other site that is on 58chev's post uses the jd2 dies and builds his own frame for them) That company makes a couple of really good benders but I don't think they go that big on the tubeing size either.
http://www.jd2.com/
I have used those benders and they do a really nice job. The way the bender operates enables you to get a tighter radius than most of the other hand benders. They are well worth the money. I would contact them with your bending requirements. What are you building out of 2.5 & 3.5 X.040? That seems really thin for most anything automotive. I am thinking the aluminum is going to be a challenge. I had a greenfield rigid conduit bender,T-frame type, But all it would do on thinwall is kink it. The harbor freight ones which are similar would only be a waste of time for what you are trying to do. You may want to consider going to .125 wall or 187. It will make bending your material alot easier do do satisfactorily. Hope this helps,mikey