Whatever you're most comfortable working with, or have the time and resources and interest to pour into learning how to work with. Some people are wizards with sintra. I'll use it to rough out smaller, complex pieces and the like. Some people like to vacu-form ABS or HIPS. Some like rotacast resin. Some can work with steel and aluminum. Or even titanium.
For Mando gear, my preference is steel, but I don't have the workspace or tools to get started on that, so I'm outsourcing for the time-being. And, in the meantime, I'm refining my templates for when I can start metalworking.
Your milage may vary. What do you know, how much room do you have, and how inclined are you to learn new techniques?