Copper has a much higher coefficient of thermal conductivity (how fast heat moves from one point to another) than aluminium. For a given design the copper will outperform the aluminium, but exact numbers are based on factors such as size, design, and airflow. The highest performing HS are all copper or have a copper base to quickly move the heat from the cpu to the fins. Aluminium is used because it has a good heat transfer (but not great), is cheap, easy to manufacture, and lightweight so the weight of the HS doesn't break the retention lugs on the socket. I think there are several companies like Antec that are making both aluminum and copper "skivved" heatsinks of the same design. Look around at several of the overclockers sites for heatsink reviews.