Metals

There are five basic metals that are commonly used in Brass Instruments.
They are yellow brass, gold brass, red brass, nickel-silver and sterling silver.

Yellow Brass

This is probably the most common material. Brass is made of copper and zinc. Yellow brass has more zinc, which tends to give it a lighter yellow color. Many big manufacturers only make slides out of yellow brass because it's in the biggest demand. Of all the brasses, it gives the "brightest" sound.

Gold Brass

I think that this is the second most common material. It is darker looking and sounding than yellow brass. It contains more copper than the yellow so that's why it's darker looking.

Red Brass

Red brass is often called Rose brass. Because it contains more copper, it has a red color to it. It definitely has the darkest sound. It is seen in a lot of bass trombones.

Nickel Silver

Nickel silver only comes as a material for slides. It's easily identifiable because of it's silver color. Duh. It has a brighter sound than yellow brass and some people claim it slides better.

Sterling Silver

Sterling is only used to make bell sections. It has a really bright sound, and a lot of people like it for playing lead. It's really heavy though. The most famous silver belled horn is the the King Silversonic 3B.

Carbon Fiber

This is a rare material. I don't know how it sounds. It is stronger and lighter than traditional materals. Some slides have been made out of it. I know that the Tuba in The Canadian Brass played on a Carbon Fiber bell for a while.

Finishes

The vast majority of brass instruments are finished with some form of laquer. The laquer helps "tame" the sound and also protects the brass from tarnishing.

Natural Laquer

Natural laquer is sprayed on. There are two types, one is thicker than the other, and thus effects the sound a little more. But the thin one is more prone to scratching.

Baked Laquer

"Microscopic, electrically-charged particles of lacquer are attracted to and deposited evenly on the surface of the instrument carrying the opposite charge. This produces an exceptionally thin, uniform coating that can be oven-hardened for maximum durability without compromising the instrument's sound. The sound produced is a solid, somewhat harder sound than silver plate finishes."
-That's how Yamaha describes their laquer, and I couldn't put it any better. It's a lot more scratch resistant than natural laquers.

Silver and Gold Plating

These change the sound much differently than laquer. I know that silver makes the horn brighter, but I don't know what the gold does.

Raw Brass

This is most commonly seen on bass trombones. It has a more dark sound and makes the horn a little less focused. Some manufacturers will not sell unfinished horns becuase brass causes a reaction known as "Brass Poisoning." Unfinished horns are also really ugly.