Headstones can be made of marble, granite, sandstone or limestone, but by far the best material is granite. Granite comes in a wide variety of colours and patterns, and is extremely durable compared to other materials. The only downside is that it can be a slightly more expensive option.
However, it requires much less maintenance and lasts decades longer than sandstone and marble. So when you consider the costs of repairing (or even replacing) a sandstone or marble monument, granite is definitely the more economical option in the long run.
Granite quality: beware of cheap options!