Plastic. Easy to transport using the plastic refrigerator bag system, harder to chip, lighter, etc.
In terms of what miniatures to make, I'd focus less on your skeletons, goblins, etc. WotC has already made tons of them (we're on the 4th common skeleton, probably the 8th goblin, and a truly huge number of Orcs) and most are available for 50 cents at online stores/Ebay. Your big sellers will be the large minis, which might actually be easier to sculpt b/c of size, and they'll almost certainly be cheaper than WotC's Larges, which are roughly $10 or more each.
Everyone needs Giants: Ogres, Trolls, Hill Giants, Frost Giants, etc.
Everyone likes dragons: a set of all 5 large chromatic dragons would bring in a pretty penny
But the real winner would be Devils and Demons. Wizards has made very few Baatezu and Tanar'ri in their miniatures line, and packs containing a solid assortment of Large and Medium-sized demons and devils would sell very well, I think.
Not that I'm trying to recreate the Blood War with miniatures, mind you...