Just about any metal you'd be likely to deal with will be an alloy of some sort. When we speak of aluminum, we're quite unlikely to be speaking of "pure" aluminum, but rather one of a great many aluminum alloys. That being said, pretty much any metal will transfer heat better than air. Copper is probably the best, followed by aluminum, but it depends on the specific alloy. Brass and bronze, being copper-based alloys, aren't bad, but typically not as good as copper or aluminum. Some of the absolute worst are stainless steels. A good reference book, like Machinery's Handbook, will break it down pretty well. My advice would be to stick with aluminum. It's available, easilly machined, and probably chepaer than copper or brass, and lighter as well. But, if you've got a bunch of brass ready at hand, use it.