A wide choice of materials, Norm.. The "connoisseur's choice" would, most likely, be shim steel. But many successful and effective sleeves come from PTFE sheet (usually 0.5mm), plastic bottles, beer and soft drinks cans (mostly aluminium these days) and a few steel ones. Pretty sure Jon has advocated WD40 cans before, as they're steel and, therefore, harder wearing. Don't have them fitting too tightly and bear in mind that the spring's diameter will increase slightly when compressed. Some generous castellations to keep in place and a nice thrust washer to protect the sleeve and give a bearing surface.