Delrin: Relatively easy to get and work with, light weight, low friction, stable, looks like bone, works well for lighter (hand pull bows) crossbow.
Horn: light weight, period correct, looks good, strong, but more difficult to get (can't order horn from McMaster Carr )
Wood: Light, really easy to get, easy to work with, needs to be be treated to keep it from swelling from absorbed moisture, not strong enough for heavier crossbows, mostly replaced by Delrin.
Aluminum: Common, easy to work with, light weight, may have galling issues with the trigger especially in higher draw weight bows.
Brass: Shiny, period correct, heavy can cause misfire issues due to slow rotation, may be an decent choice for heavy draw weight bows.
Steel: Similar issues to brass, heavy but strong, could a good choice for really heavy crossbows.
So am I missing anything?