If you want some good info about building Subwoofer Boxes, do a search on the Home Theater Forum.
In general, subwoofer boxes need to be very rigid. 3/4" MDF is what is used on a number of speaker boxes and is what you will probably get if you have the box made at a Car Audio store. Be careful, though. The more powerful the Sub, the more rigid the box needs to be because the box will actually flex with the pressure levels changing inside the box, adding distortion to the sound. The biggest subs will need internal bracing in the boxes. As far as building a sub box out of lighter material, there's fiberglass. I haven't tried that yet, but I have plans to once my car actually looks like a car. MDF is the most economical.
Different subs are made for different enclosures, ported, sealed, bandpass.... AND for different sizes of Enclosures. If you download WINISD (it's free) and know the T/S parameters of your speaker (commonly available on the Sub's literature or on the company's website) you can see what type of output you can expect from a sub/box. If you don't know the T/S parameters, WinISD has a whole bunch of pre-loaded subs with their parameters. Hope this helps somewhat.