The free electrons travel in the outer band. Any material containing atoms with free electrons is considered a conductor of electricity. The more free electrons a material has, the better conductor of electricity it is. 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.