Storm doors can be made of almost any material. Typically, they are made of wood, steel, aluminum, or plastic/vinyl. The pros and cons of each are listed below:
Wood doors are probably the cheapest. They are also the oldest. Most modern houses opt for a metal or plastic composite.
Pros: Cheap, easy to install
Cons: Don’t keep out bugs, don’t seal tight like a storm door, flimsy, easily broken
Aluminum doors are one of the most common. You may hear them referred to as "extruded" aluminum frame. That just means "shaped and hollow."
Pros: Heavier, more durable, longer-lasting, and better looking. They look classier and offer much more security.
Cons: More expensive, harder to clean, require more maintenance, and can become hot to touch when exposed to the sun.
If the goal of installing a storm door is to make a thief's life tougher, then you want steel. Unless someone has 30 minutes and a welding torch, they're not getting through these doors. Beware though, the can become a fire hazard because if there's no way in, there's also no way out. Especially if you use a double sided deadbolt and you lose the key.
Pros: High security, need a welding torch to get through the door. Will last a long time.
Cons: Heavy, bulky to install, designed to keep people out but not bugs out, expensive.
Vinyl or Plastic
Pros: Cheaper to purchase, easier to clean, and cheap to replace. With vinyl, the color may be molded throughout. This means that a scratch is less visible because it is not a different color underneath.
Cons: Doors wear out sooner, look “cheaper“, and have trouble standing up to extreme heat and cold.
The bottom line is make sure you buy whatever is in your budget.