it depends on your own preferences
glass
pro - light penetration (coloured, tinted, frosted and etc), moderate durable, not noisy during rain, easier to maintain, less water leak issue
con - heavy and thus need strong supports, expensive, need to clean once awhile, not impact proof but strong enough if thicker glass

Polycabonate or similar product
pro - light penetration (coloured, frosted), cheaper, light weight
con - not durable (crack, leak), will still need to clean, noisy (there are some types not so), will still need to clean once in awhile

Aluminium Composite Panel (ACP)
pro - easy to maintain, black-out (opaque) characteristic, light weight, many colours to choose
con - leak issue, moderate noisy, moderate expensive