Metal all the way for me! Most of my needles are aluminum, but I have a KP Options set in the mail--it should be on my doorstep when I get home from work today.
(Edit: I've been tracking the package like crazy all day, and it's been delivered! Woohoo!)
I have a couple pairs of bamboo and plastic too, but I didn't like them as much. Somehow I like slick needles, even though I'm a medium-to-loose knitter. I even like metal DPNs and haven't had many slipping problems, but I think I tend to knit more tightly on DPNs (to avoid ladders between needles).
My one exception might be with cable needles. I've only used metal cable needles, and they drive me nuts. I need to make a couple wood ones and see if I like them better.