Naturally copper is preferred, but I have had receive antennas built with aluminum, stainless steel, and even "unknown" wire. Whatever is available, conductive, and inexpensive; again, assuming you are not transmitting wattage into it. A good example is my loop-on-ground being built out of coax because I already have lots of RG-6 available.
In recent times I have been using 20ga stranded copper speaker wire for basic antennas, ground-level radials, etc. Around $40-$45 shipped for an 1000' spool, which makes 2000' of wire.