Aluminum
Aluminum is the most commonly used metal on the robot. It has a lot of advantages, such as being extremely strong and light. It is used for everything from our drive base to L-bracket fasteners to churro tubing. Other benefits are that aluminum is relatively easy to cut with a metal band saw, it doesn't rust, and it is easy to paint. Aluminum is available as sheet metal in a variety of thicknesses and in various extrusions such as 80/20 which can be used for all sorts of construction, and more basic shapes: angle stock, C-Channel, and square tube.
Steel
Steel is the second most commonly used metal. It is heavier and stronger than aluminum, and it can rust so it tends to be a little less shiny. In the past it has been used when aluminum is not going to be strong enough for the load a certain piece of metal has to bear.
Polycarbonate
Polycarbonate was used more on last year's robot than any other robot in the history of our team. It is a plastic that is incredibly impact resistant (think football helmets and bullet-proof glass) and heat resistant but can be heated to be bent into a desired shape. It can be perforated (as seen in the image, with little holes) or solid (imagine it without the little holes) and is generally around 1/8 of an inch thick. Last year we used it as our entire gear mechanism, most of our ball mechanism, and as a shield for our raspberry pi.
Wood
Wood is another material we use a lot in robotics. Especially in early prototyping, wood is very easy to cut and fasten, and it is pretty light and relatively strong. We use it to make preliminary prototypes of the drive train, of mechanisms, and of field pieces. However, we sometimes use it on our robot, too. Last year, the winch of our climber was a rotating wood cylinder wrapped in Velcro. Wood is strong across the grain (the lines that run through the wood) but weak along the grain so plywood is made by gluing together thin sheets with the grain running in different directions making the overall sheet much stronger.