[bigben2k]

Actually, heat capacity is a key factor, along with the above, and machineability.

Copper would work very well as a heatsink (fin), but would have to be much thinner than its aluminium counterpart, and that leads us to the manufacturing aspect; the best process I've seen yet is shaved copper fins. Probably still expensive, but it's really hard to beat the cheap aluminium extrusion process that is so common (and cheap), and that unfortunately cannot be ported over to make thin copper fins.