Vacuum chambers must fulfil ultra-high vacuum requirements while withstanding thermo-mechanical loads. This is particularly true in high energy particle accelerator where interactions of particles with matter may induce thermal load, material activation, background… The choice of the material of the vacuum chamber is crucial for the final application. Metals such as stainless steel, copper and aluminium are usually used. Even with outstanding mechanical and physical properties, beryllium is used for very specific applications because of its cost and toxicity.Ceramics such as alumina are usually used for fast magnet vacuum chambers. With the next generation of high energy physics accelerator generation such as CLIC and TLEP, the problematic of high cyclic thermal load induced by synchrotron radiation is raised. This paper aims at defining some figures of merit of different materials with respect to several load scenarios and presents briefly their vacuum compatibility.