Heatsink physics are complicated. But in it's simplest terms... more conductivity, more surface area, and more airflow all play a role. The more of each, the more effective your cooling will be.
For the Wii, you are looking at under 10 watts, so there's not a lot of heat to dissipate. Copper is very heavy, and the results are diminishing. Aluminum should be more than sufficient, as long as you have effective contact to transfer to the heatsink, a decent amount of surface area, and some airflow across the fins.