Which material sounds better for speakers construction? Wood, Ply or MDF?

MDF and plywood are okay. HDF is better. Wilson uses variants of quartz and Corian countertop material. 

All sorts of composites and plastics can be ordered in sheet form from McMaster in various thickness. Methacrylate acrylic and phenol works great.

Bracing is very important. Isodamp is amazing stuff.

I would stay away from aluminum. Goldmund, Magico, and YG lost their minds. It's the worst material for a speaker enclosure.

Love aluminum Magico already sold out the first run of A1 speaker at $9800.00 pair so there are many people that love aluminum.It also depends on drivers and crossover in concert with  aluminum and yes Wilson speakers are also wonderfully made.

You've got to wonder about the motivation of a high percentage of those buyers.  They're people impressed by the Magico aura, who until now couldn't afford to own the brand.  But that's the point: they're buying the brand, not the sound.

Most materials can be made non-resonant/acoustically inert, when(as mentioned above) implementation, bracing, and thickness/layering are given proper attention.  Fiberboard also comes in a variety of densities(not just MDF).  https://en.wikipedia.org/wiki/Fiberboard

@ebm 

The A1 is a much much better value and realistic speaker to live with than the S1 Mk II , so I'm not surprised. 

Important to note, that it's easy to make fewer speakers than you think you will sell, so you can later announce you are sold out! Generates great hype. 

Having said that, while I do think Magico's are overpriced in general, they at least have some of the smoothest frequency responses, with consistently great dispersion in a "high end" speaker I've heard. They are one of the most consistent sounding "high end" speaker brands. I think they tune a little bright, and that the prices are astronomic, but otherwise not bad speakers.

Best,

E