Michael Anissimov of the Lifeboat Foundation has posted a special report on the top 10 Futuristic Materials. For the most part, there aren't very many surprises. I was hoping to see information about a bunch of stuff I'm not familiar with, but he covers aerogels, carbon nanotubes, buckyballs, metamaterials, and more.
The only things on Michael's list that I had read only a little about were amorphous metals and metal foams. Those are interesting materilas that definitely warrant further study. Also, since for the most part the items highlighted are actually available now, I'm not sure how "futuristic" they really are, but I get his point that we'll be seeing more of these in the future.
He also highlighted e-textiles, but I'm not sure those should be classified as materials so much as devices woven into clothing. The idea of wearable computers and electronics has been around for a while, but our technology is only now reaching the point where the electronics and power sources are small enough to actually embed in clothing.
Still, reading the report could give you some ideas of how the future is shaping up, and of what materials it will be built.