Wood
Pros
Natural beauty
Naturally insulated
Can be clad in aluminum or vinyl to minimize maintenance
Cons
Expensive
Requires regular paint/staining
Can rot or mold
Vinyl
Pros
Affordable
Good thermal performance
Low maintenance
Multiple finish options
Cons
Not the most durable material
Can't be painted
Expands/contracts with extreme weather
May warp over time
Aluminum
Pros
Stronger than wood or vinyl
Smaller frame width allows larger glass area
Used commonly in commercial/architectural projects
Cons
Least energy-efficient choice
Need extra insulation between the frame
Susceptible to condensation and corrosion
Fiberglass
Pros
Strength comparable to aluminum
Insulation comparable to wood and vinyl
Multiple finishes available, can be painted
Cons
Expensive
Cannot be bent so special shapes are unavailable
Can scratch easily
Composite
Pros
Mix of wood and plastics
Combines the best features of other materials
Cons
Not offered by every manufacturer
Varying quality and price