Copper and brass are perfectly fine - most radiators are a mixture of copper and brass. Most fittings are brass that is typically plated.
You really want to avoid aluminum. Copper, brass, silver, nickel, gold are all pretty safe when used together but corrosion can take place after a long period of time (in terms of years). Since a watercooling loop likely will be (and should be) disassembled around once a year for cleaning and maintenance, you should be able to easily inspect everything just to keep an eye on it.