Spokes are made of many materials stainless steel is the most common for quality wheels, however titanium is possible. Both are corrosion resistant, and soft which allows the wheel to flex. Making the ride more comfortable, the rider gets less abuse from the road. 

Nipples hold the spoke to the rim, they are normally made of brass. Some people upgrade to aluminum nipples to lighten the wheel. Minimizing rotating weight is better than removing stationary weight, since the rotating weight increases drag. 

Almost every bike we have ever sold used stainless steel spokes, and brass nipples. However, I had one strange situation around 2007. I had a full suspension folding bike that had a strange spoke and nipple one nipple rusted ( it turned green ), and the spoke began to corrode. I have owned over 100 bicycles. I have never before seen a nipple and spoke corrode, I found it funny because it was just one. Obviously the factory ran out of parts and picked lower grade parts to finish the wheel.