Vintage Fender-style Bridges
There are basically two styles of vintage Fender-style bridges: those with stamped steel saddles, and those with cast saddles. Stamped steel saddles look like a thin piece of metal that was folded over on each end (as on the left). The cast ones look like blocks made from pouring liquid metal into molds (as on the right).
I personally like the earlier style bridges with the stamped steel saddles rather than the cast metal saddles (which are usually made of white metal rather than steel -- if you want to confirm that touch it with a magnet. A magnet will stick to steel, but not white metal). Stamped steel is what most of the greats had back in the day. If you have a substantial steel trem block behind it, you'll get all the sustain you want with the stamped steel saddles. On the other hand, I personally feel that the higher mass in the cast saddles themselves, can sometimes add more top end than I want.
The orginal Fender style tremblocks were made of steel, and were massive like the one below on the right. The one below on the left is a cheaper, less massive, zinc version designed to cut manufacturing costs. Unfortunately, this style of block also decreases sustain dramatically.
Zinc is a low mass, non-resonant metal, which usually makes it an awful choice for bridge components on any guitar.
These days, you can buy aftermarket trem blocks of differeing weights and made of different metals such as steel, brass, and even titanium. They can get very pricey if you get into things like titanium. But the original trem blocks were steel, and they did a good job and generally provided plenty of sustain.