what you want is titanium--it's the most bio-compatable metal and most commonly used for replacement joints and the like.
second to that, you want surgical grade stainless steel.
gold and all others tend to be very reactive. the jewelry will be more expensive, but worth it.
be sure you go to a very good piercer. check out Body Modification E-zine
for listings and reviews of people in your area.
i had my nostril pierced in copenhagen at gorlubb by jack. he's one of the best in DK, and I really love him. It was painless and quick, and they had surgical steel nostril studs in stock (you can ask about that).
I had my septum pierced in philadelphia at infinite by kevin jump. kevin is now in cincinatti (but visits philly to guest pierce). I also had my nipples done there by Megg--one of the owners of the shop. she was amazing. the original jewelry for all of the piercings was surgical steel (based on availablility) by anatometal (one of the best jewelry companies).
i highly recommend finding the exact right person to do your piercing. what i've found is that you really create a relationship--even if you don't have other work done.
i had my piercing done in copenhagen back in 2002, and i still have contact with jack. i talk with kevin pretty much every week via FB. so, you know, you form a relationship. i don't talk to megg so much.
and here in wellington, we met two awesome people who own a shop here--Ninjaflower. we really llike them, though it will be a while before i get more work done (nipple piercings migrated out, long story, but then i got pregnant and started nursing so i won't get anything done until DS weans; and i am thinking about getting a clitoral hood piercing done also--though i might go to Kevin for that in particular, though scott is a great guy and i trust him, i just have a longer relationship with kevin and that's an important piercing for me).
so, yeah, find someone really good--using BME site--and ask around, meet people, interview. talk about your sensitivities (eg, metals and your ears), and they can help you out.
have fun with it!