Modern cars are made from a variety of materials. The materials chosen depend a lot on their cost, repairability, and durability. Fuel efficiency is just one of many variables on the minds of car designers.
The typical family sedan these days is usually made from steel body panels with plastic front and rear fascias. Some of them may have an aluminum hood and rear deck lid for weight savings. The unibody (the underlying frame) is almost always made from a combination of steel and special (and costly) high-strength steel.