Any metal will conduct electricity. Gold, aluminum, mercury and copper are the most efficient conductors of electricity. Gold is very expensive. Aluminum is inexpensive, but has a corrosive nature. Mercury is difficult to contain.
Copper is relatively inexpensive and only mildly corrosive.
Copper is the most commonly used material to carry electricity. Copper is also flexible which adds to it's appeal. Insulation is material that does not conduct electricity. Insulation is used to contain the electricity while it is in route to the device using the electricity. Copper wire wrapped with insulation is commonly used to provide these devices with electricity.