The best type of aluminum sheet for building exterior walls is typically aluminum composite material (ACM) or aluminum coil coated with a protective layer. ACM is lightweight, durable, and offers excellent resistance to weather and corrosion. It also provides good thermal insulation and is easy to install. Coated aluminum coils are often used for cladding due to their strength, low maintenance, and longevity. The choice may also depend on specific project requirements, such as aesthetic considerations, budget, and local climate conditions.