Top 10 materials chess sets are made of:
1. Wood (90% of chess sets today are constructed out of wood! - http://www.thechesszone.com/chess_pieces_materials_manufacture)
6. Alabaster (http://ezinearticles.com/?Materials-to-Consider-When-Choosing-a-Chess-Set&id=1036329)
7. Jade & other precious gemstones
8. Gold & silver
9. Ivory, leather, & other animal-derived materials (but please avoid if possible to protect the animals)
10. Computer pixels/electronic
And don't forget to choose from one of many cool chess themes!