Marble
Marble is traditional and handles heat and flame best. It is heavy, so wall mounting needs strong support. It can absorb oil and haldi stains, and joints between pieces are visible.
Wood
Wood feels warm and can be carved by hand. It needs care in damp weather and can be attacked by termites. Oil and soot stain it over time and repairing a stain is hard.
Corian
Corian has no visible joints, does not absorb oil or kumkum, and does not swell in humidity. It is light enough to wall mount, and thin carved panels let light through. Like most solid surfaces, it is not fireproof, so keep the diya on a plate with a gap from the panel.
Which should you choose?
If you want a stone look and heat resistance and you have the budget and floor strength, marble is a good choice. If you want hand carved warmth and will maintain it, wood works. If you want a clean seamless unit that is easy to look after and can glow with light, Corian is a strong choice.