Materials - Other
Iron/Steel/Other metals: Metal is both easy to recycle and frequently recycled. Iron & Steel products in particular often contain a high percentage of recycled content. The other metals commonly found in homes all have a high value in the scrap yard, and so presumably are often recycled. Aluminum is made using large quantities of electricity, but much less for recycled aluminum (verify this). Copper and Brass are the other two common metals.
Steel studs have replaced 2x4s in commercial construction, but are not commonly used in residential construction. They require a similar amount of energy to produce (see EBN xxx), but the materials otherwise have different environmental impacts. Steel studs are usually only used in non-load bearing application (ie dividing walls that carry no weight from the upper floor), but have the advantage of being perfectly straight, and pre-drilled for electrical wiring. Since you can't nail into them (screws are used), you can't attach trim with finishing nails, so special consideration must be given for that situation.
Steel (along with Aluminum) is used for roofing, which comes in both "standing seam" and a variety of shingle type patterns, where a option for the single pattern is "stone coated". All metal roofing is very durable, and typically will last a very long time. Standing seam roofing is mostly used in light commercial and rural residential applications, as well as in high snow areas because it sheds snow very well. The shingle type roofing and its stone coated variant are more recent additions and because they are quite expensive are often used on higher end construction.
Tile/Stone/brick - Tile is made from clay and typically glazed with a glass like mixture colored with pigment, of which some pigments are heavy metals. All the materials are relatively abundant, and with the exception of glazes that contain radioactive elements, tile is environmentally benign. Old tile all ends up in the landfill, and probably the only reason its not recycled is that its probably much cheaper to mine new material than separate the glazes from the tiles.
Brick is also made from clay (and sand?), but unlike tile, old bricks come loose from their mortar fairly easily and can be reused as is (sometimes with a lot of mortar chipping!).
Stone, including granite, marble and travertine is a relatively inert material, although some stone (particularly granites) have a relatively high level of radioactive impurities. When mined locally stone is a good environmental choice, but most granites and marbles come from far away.
Sheetrock - sheetrock is a sandwich of gypsum and paper, sometimes (always?) reinforced with fiberglass fibers. The materials in it are relatively abundant, and the gypsum is easily recycled. Gypsum is a naturally occurring deposit that is mined in many locations, and is considered non-toxic, although it can also be manufactured and both versions can have significant toxic impurities. The main problem with sheetrock is that it absorbs many VOCs and so can be highly contaminated.
Sheetrock is used in virtually all houses because it is the cheapest available product and gives a look that is generally pleasing to most people.
Insulation - A comparison of insulations can be found in the energy section.