As an engineer (not a machinist), I've worked with them all. Aluminum or Ti would be my choice. If I were doing it (bad machining skills) and felt rich, I'd design the parts in CAD (2D or 3D) then get them FloJet (high pressure water with abrasive) cut. The FloJet cutting might run $100 and the material maybe $75 but there would be no finishing needed. If I machined it myself, I'd do aluminum and hard anodize or nickel plate it. Nickel required some sort of strike coat on aluminum to deal with the nearly immediate oxidization on the surface. I seem to remember that brass is not particularly easy to plate due to the lead content that brass has (even low lead content brass).

You didn't mention stainless. 304 or 316 would be a great choice too. It would be a little lighter than brass (lower density and could use a little thinner piece).