A metal chess set is a great way to be different. There is little doubt that the vast majority of chess sets sold are wooden or plastic. This means owning a metal set will set you apart from the crowd. One issue with metal sets is that by their very nature they are much more expensive to produce than wooden ones. There are essentially two methods to making a metal chess set. The first being to cast them from a mould. This method usually results in a mould line that runs around each chess piece. Even quite expensive metal chessmen will still exhibit this line.
If you insist upon the best you should opt for turned metal chessmen. These are made on a metal working lathe instead of moulded. The finish and quality is immediately visible as being far superior to the moulded metal sets. Turned metal chess pieces also exhibit the lathe lines, which are seen as a desirable feature.
All metal chessmen are usually solid metal and therefore extremely heavy. There are now many excellent designs to choose from, many of which are made in Europe.