A lot of people have a hard time with sawing out designs from sheet metal. The first step in getting a good cut and not breaking your blade every few minutes is using the correct blade for the gauge of metal you are using.
Here is a handy dandy chart you can download and print out and put on your bench. While this chart gives you the basics you can vary from the suggested blades. For example I like to create very intricate designs in my work and even though I use 22 gauge most of the time, I like to use a 8/0 blade because of how thin they are. Just make sure you choose a blade fine enough to have at least two teeth (but not more than three) within the thickness of the metal. For more on this subject and how to hold your saw correctly check out this great article on ganoksin
Download a simple b/w version here.