Rolling ball sculptures are usually made of metal, wood, plastic, or PLA 3D printed plastic. People who make like making these at home as a hobby can also make them out of cardboard and paper.
Metal marble machines are unique and very strong, but they are handmade, which makes them very expensive. Metal also has its own disadvantages like being heavier and can rust if it comes in contact with water and is not properly protected.
Wooden ones are sturdy too, but these are also handcrafted, and the wood can also be damaged if it comes in contact with water.
The normal plastic ones which are produced in bulk, commercially, are light and do not corrode, but they are mostly injection-molded and of poor quality. They do not last well.
The PLA 3D printed ones are in our opinion the best, because they are very good quality and inexpensive compared to the metal and wood ones. They do well under temperatures up to 45 degrees Celsius; some care has to be taken not to leave them for long under direct sunlight or near the heater because they can start getting bendy at 50 degrees.