Plastic or wood will have zero effect on a pickup unless it keeps you from getting the pickup in the relative position to the strings you want. Metal will change the tone depending on the metal. Brass pretty much sucks the life out of a pickup. Aluminum will kill a pickup unless it's very very thin. The best metal for pickups is nickle silver (German silver). It is almost completely transparent relatively speaking.
Think of stuff this way: An alnico magnet contains aluminum, nickle, cobalt. It is the interaction of these molecules that create eddys and magnetic fields, flux. If you put anything close enough to the mags that contain any of these metals, you have changed the "recipie" and it will act differently. These as well as other metals and ferrous materials will interact also.
Materials that do not interact with magnetic fields will not have an effect as a general rule. I have seen covers made from many different materials. The possibilities are endless for materials that will work well.