There really is no easy answer as the UV light and mother nature will beat up almost everything. I would look into either fiberglass or an aluminum clad window (wood inside) and make sure you follow the manufacturer's maintenance directions.
Vinyl would be out and while I love the look of wood, with today's wood and the high maintenance associated with it...
For more information:
Read "What are my best options when purchasing and installing new windows? Our floor to ceiling windows are old and need to be replaced." a Q&A answered by Michael Holcomb.
Also, read "I am having trouble selecting good windows for a south-facing waterfront home in Long Island, NY." a Q&A answered by Rick Goyette.