The material affects weight, hygiene, and how the cage works in everyday life. There are mainly three groups: metal, hard plastic, and softer materials like silicone.
Stainless steel is non-porous, doesn’t take on odors, and tolerates repeated cleaning. It’s also heavy and completely unyielding. Hidden Desire lists 0.32 kilograms for Chestity Cock Harness X-Short and 0.4 kilograms for the longer Chastity Cock Cage Metal, versus 0.12 kilograms for the plastic model Penis Prison Cock Cage X-Short. Steel also conducts heat and takes on the ambient temperature, so a cage that has been in a cold room is cold when you put it on.
One thing to check for metal cages is the alloy. Hidden Desire does not publish a steel alloy for its X-Short model—no designation like 304 or 316 and no information about nickel. If you know you react to metal jewelry, then the question can’t be assessed in advance, and in that case a cage made of plastic is a more reasonable first choice.
Hard plastic like ABS is lightweight, cheaper, and shows less under clothes. The plastic models in Hidden Desire’s series also have more ring sizes. The downside is that plastic can be scratched over time, and a scratched surface is harder to keep clean.
Cages made of softer materials like silicone are also available and give way more than steel and hard plastic. Regardless of the material, the same thing applies as for other toys: avoid porous materials like TPE and PVC for something that should sit against the skin for a long time. More about the materials is in safe materials in sex toys.