I prefer pure natural material that comes from the earth. Metal, stones/crystals, herbs/plant material/wood/flowers, etc. In my experience, nearly anything can be charged with energy, but natural material holds the energy for a longer time, if not for its entire lifetime. Plastics lose the energy because it is not a catalyst.
A fun thing to do is buy a glass jar necklace (the ones with the little corks or metal caps) and fill it with the element you desire. Obviously for fire you would need a representation, I use citrine chips although there is controversy as to what element citrine is associated with, I feel its properties are closest to fire. Air can be empty or hold a representation such as a small feather.