Considering just electrical properties, the most significant parameter for your selection of antenna conductor is resistance. You want to keep the resistance to a minimum, because when current flows through a resistance, the electrical power is converted to heat, according to Joule heating:
$$ P = I^2 R $$
Any energy you use to make heat is energy you aren't using to make electromagnetic waves.
So first, you should consider the resistivity ($\rho$) of various metals. A lower resistivity means you will need less of a metal to reduce the resistance to an acceptable target. Here's a selection, ordered from lowest to highest resistivity in nano-ohm-meters (nΩm), of some metals you might consider using in an antenna:
- Silver: 15.9
- Copper: 16.8
- Gold: 24.4
- Aluminium: 26.2
- Zinc: 59.0
- Nickel: 69.9
- Iron: 100
- Tin: 109
I'm not going to list stainless steel because there are so many kinds, but generally stainless steels are not great conductors, being over 100 on this scale.
A high resistivity isn't bad in itself, because you can compensate by making the conductor thicker, and end up with the same resistance. Thus, you might think copper is the best choice (ruling out silver due to high cost), but when you start making mechanical and cost considerations, you may find aluminium is better. This is because for a sample of copper and another of aluminium of equal resistance, the aluminium sample will be bigger, but stiffer, lighter, and cheaper.
There's another effect to consider here: with increasing frequency, currents like to flow on the surfaces of conductors. This is called the skin effect. The current flowing only on the skin of a conductor effectively reduces the cross-sectional area, and thus the conductance.
Since most of the RF current is only on the surface, it often makes sense to build antennas from tubing for antennas requiring rigid elements (a 440 MHz Yagi), or copper-clad steel for wire antennas requiring tensile strength (a 40 meter dipole). This saves weight and cost for a negligible increase in loss.
Magnetic permeability is a factor in skin depth. With increasing permeability, the skin depth decreases, increasing loss. Of the metals listed above, only iron and nickel have significantly higher permeability. Iron by a factor of about 5000, and nickel by 100 to 600. You could compensate for the reduced skin depth by increasing the surface area of the conductor, but when you consider cost and mechanics, it usually makes more sense to simply avoid iron and nickel and alloys containing them.