[citation][nom]shoelessinsight[/nom]This is correct, but I would like to add that copper weighs more than aluminum. Even the most expensive heat sinks are likely to use aluminum fins in order to cut down on the weight.[/citation]
Actually, this isn't true at all. Yes, copper weighs more than aluminum per unit of volume, but far less copper is needed to transfer the same amount of heat. The specific heat of copper is 386 J/g and aluminum is 900 J/g. This means per unit mass, copper is better than aluminum at transferring heat, and its higher thermal conductivity puts it ahead of the race every time.
However, hybrid coolers loose a significant amount of thermal conductivity at the copper/aluminum bridge. That is because the bridges are simply soldered and not welded. Also the difference thermal conductivities of the metals reduces the efficiency of the heat bridge. The only method available to weld copper to aluminum is through explosive welding.
Copper is used exclusively in high TDP applications as a hybrid heatsink would weigh more and take up more space to accomplish the exact same.
Aluminum is good because it is far cheaper than copper, that's it.