I would say metal conducts heat the best. It seems like your question is multiple choice. If that is the case, you can tell me the choices and I can give you a more accurate answer.
To my knowledge, silver is the best conductor of both heat and electricity among metals with a thermal conduction value of about 430 W/(mK). Aluminum, copper, bronze and copper both come respectably close to silver, but metals are pretty good conductors because they have freely moving electrons that can transfer thermal energy quickly and easily.
