Plasmonic nanostructures are used today for a variety of applications. Choosing the best suited plasmonic material for a specific application depends on several criteria, such as chemical and thermal stability, bulk plasma frequency, nonlinear response, and fabrication constraints. To provide a comprehensive summary, we compare these properties for eight different plasmonic materials, namely, Ag, Al, Au, Cu, Mg, Ni, Pd, and Pt. All these materials can be fabricated with electron beam lithography and subsequent evaporation of the desired material. First, we heated rod-antenna-type nanostructures made from these materials up to 1100 °C in air and investigated their linear optical response. Most structures lose their plasmonic properties at temperatures far below the melting point of the respective material. Gold, silver, and platinum structurally deform, whereas the other materials appear to chemically degrade. Second, to improve the thermal stability, structures with a 4 nm thin Al₂O₃ capping layer are fabricated. The thermal stability is significantly increased with the capping layer for all materials except for copper and magnesium. Lastly, the laser damage threshold is investigated for silver, aluminum, gold, and copper, which exhibit high nonlinear optical susceptibilities and are therefore particularly interesting for nonlinear optical applications.