There are three basic miniature mediums with variations depending on the original material.
Metal miniatures are a Tin alloy with a Lead-Free variation and P-65, which is a heavier Lead variant that is no longer produced.
Plastic miniatures found in the Bones and Legendary Encounters, a prepainted brand that is no longer produced, brands are made of a semi-hard plastic material.
Resin miniatures are made of a light weight brittle polymer material and usually have other metal/plastic pieces to complete the miniature.