Both copper and plastic are acceptable for running a natural gas line in a residential home. Home Depot lists both as acceptable in their Buying Guide for Selecting the Right Pipe for Your Project. However, the choice may depend on your local codes.
For many years, copper fell out of favor within the HVAC industry because sulfur content could cause flaking on the inside of the pipe, particularly around fittings. This made PVC, a plastic material, a popular and less expensive alternative. However, in the market today there is copper specifically for use with natural gas. Home Depot says copper pipe for natural gas distribution should be type L or K and should be type M for indoor gas distribution.