Everything you need to know for getting started with mechanical keyboards can be found in
this guide. It's a concise, basic reference regarding keyboard terminology, the popular Cherry MX Key Switches, construction materials & printing methods for key caps, as well as lots of other juicy stuff! Bookmark it... you'll likely be visiting it repeatedly in the future.
For more in-depth information, the Geekhack Wiki was once a great tome of data, but sadly, it was lost when the site got hacked. Nowadays your best bet for keyboarding details is the
Wiki over at DeskThority, which I've found quite helpful. Prolly wanna bookmark that one, too. There you'll find that other plastics can be used for key caps, but they are more rare.
It seems the general consensus among keyboard geeks is that dye-sublimated PBT caps are best. The "thick" variety, imported from China, are expensive but favored for their hefty feel. Double-shot PBT is nearly impossible to manufacture due to the expansion rates of the material at various temperatures, but Signature Plastics (and probably other companies) are working on it now. ABS key caps are lighter in weight and tend to develop "shine" more quickly than other materials, but it is a more versatile plastic. A good balance of cost vs. customization is to get a set of nice PBT key caps for the keys most commonly used for typing (the alphabet and punctuation), then decorate the rest of your board with novelty key caps made of ABS or other material.