Plastic is lightweight and versatile, but not always the most aesthetically pleasing option (dark-coloured plastic can heat up in the sun, which may cause plant roots to cook). However, if a plastic window box is disguised with trailing plants, both problems are solved.
Metal is lightweight and attractive but, like plastic, offers little in the way of insulation for plants. The relaxed style of a moss-lined wire basket suits cottages and informal settings. Unfortunately, it can be prone to drying out. Add a sheet of clear plastic between the moss and soil to slow evaporation (punch a few holes in the bottom to allow any excess water to drain away). A moss-lined basket is also relatively lightweight and easy to hang. Long, narrow willow baskets (such as those used to serve bread) are another option. These don't require moss, just a plastic liner to hold soil.
Custom-made wooden window boxes can be a costly alternative, but they are certainly beautiful additions to a home's facade. Wood offers good insulating properties, can be made to any size, and can be enhanced with trim, moulding and paint to match your house. For ease of planting in wooden boxes that are permanently mounted below a window, first create your arrangement in a rigid plastic liner, then drop it inside the box. Make sure the top rim of the liner sits level (or slightly below) the top of the box. (A liner also prevents damp soil from coming in contact with the wood.) In winter, fill wooden boxes with arrangements of berried branches and evergreen boughs.