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

The Thiel CS 7 had a concrete baffle.  There have been others.  Thiel stopped using concrete because it was too hard to ship without breaking.  I think the performance was great.  

I think it'd be an interesting challenge to build a really high performing box that was made out of cheap materials.  I'm sure it's possible, although maybe it wouldn't be practical for a manufacturer to mass produce.  MDF and concrete are cheap.  aluminum isn't all that expensive.  

Actually aluminum is fairly inexpensive in the scheme of things.  It's how it's implemented and tooled that adds any expense.  Vandersteen had it right IMHO years ago when he went 'baffle less'.  It still works in todays market, but many don't love the look of the sock covering.  Teh Treo was basically the 2 in a full cabinet. form.  He was able to make it sound works better though as he had a better price range to work with and is able to use better drivers and components.  

Everything resonates. Surely it's a question of where you put these resonances.

I believe it's far too easy to muffle the midrange with MDF or medite. Many specialist manufacturers purposely avoid the use of MDF for their cabinets, or at the least prefer some form of MDF composites.

Harbeth (along with Spendor?) is the exception, but then their entire cabinet construction techniques are also an exception. 

Aluminum rings like a mutha!!! 

Wood...my Totem Cherry Forest Signatures Sound like a Stradivarius !  Fine musical instruments are made of wood.  Can you imagine a plywood, MDF or aluminum violin 🎻. Yikes!!!