There's debate about this in backpacking circles. There the major concern is weight. Anodized aluminum seems to be the current favorite.
Aluminum: transfers heat better, weighs less, costs less, is less durable, and there's debate about leaching into food.
Titanium: has poor heat transfer, light weight, costs much more, and is durable.
Stainless steel: has poor heat transfer, weighs more, costs more, is durable.
note: the order of the list above is arbitrary.