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

Aluminum? Wouldnt it ring more than the bells of war of 1812 overture?

Yes it would. 

knock on your cast aluminum engine block and tell me how it rings. 

Solid wood, nothing like the real thing. Problems: price, difficult to work and control. But in the end will sound like nothing else. 

For exemple Boenicke builds from solid wood: Cherry, Walnut, Oak and Ashtree. 

IMO the most natural sounding speakers that I ever heard. 

Use 5/8 inch mdf, layer of non hardening glue, 3/8 hdf, layer of non hardening glue, and 5/8 plywood to support them. Near perfect without the cost. Perhaps put the hdf 1st. Toss up. Enjoy. You have 98-99% at reasonable cost. If you’re obsessive switch the 5/8 mdf for 5/8 + of granite for your baffle. Your there with the big boys at minimal cost.