I don't really have a reasonable suggestion, but I think ivory would be an awesome nut/saddle material. Of course, it is virtually impossible to get ivory without breaking some sort of law, these days.
Mammoth ivory is available legally, you can buy nut blanks through companies like WD. It's not cheap though - a blank nut for a Fender retails for around $24 compared to $7 for graphite or $10 for TUSQ.
Might I suggest going to the Stewart-MacDonald web-site-http://www.stewmac.com/. They have nut blanks in bone(also "vintage" bone ,Micarta,and a material called Tusq), slotted or un-slotted. Price range is $3.30 to $6.50. Unfortunately, Stew-Mac has a minimum order of $30. All-Parts-http://www.allparts.com/cmtpage.php?filename=Home doesn't have a minimum. They have a similar selection of nuts slotted and unslotted(they also have brass) ranging in price from $6 to $8.