The most expensive roofing material is slate. While most slate used these days is man-made, real slate is still used and is the highest price. You can expect to pay two to three times more for wood shingles than for asphalt shingles.
Most people will replace their roof only once on twice in a lifetime. If your roof is not leaking and you do not need emergency repairs, take the time to search for a reputable roofing contractor, get bids from several contractors, check references, licenses and warranties. You will save yourself money and headaches in the long run.