I agree Copper is one of the best heatsink materials, but Aluminum is the most common.
If you examine a quality "power" heatsink, you will find a number of important aspects. Mass and total surface area being of great importance. Therefore, the bigger the heatsink the better.
One of the overlooked characteristics is the mating surface of the power module (diodes, or bridge in this case) to the heatsink. An expensive heatsink will have a mounting surface that is precisely machined, and in extreme cases even polished to a mirror finish.
So if you want to ensure you get the best thermal transfer, make sure your heatsink surface is perfectly flat & clean (deburr any mounting holes), and use a good quality heatsink compound. Noalox will work in a pinch, but it is runny.
Speaking of applying heatsink compound, too much is as bad as too little. First, apply a paper thin layer of compound on BOTH the heatsink and the power module. Second, push the module onto the heatsink, and give it a little twist back and forth. Third, remove the module, it should be very hard to pry off the heatsink. Fourth, examine the thermal compound pattern, if it appears to be lacking adhesion in places, apply a little more to those areas. Finally, mount the module with your hardware. If 4 screws are being used, then tighten in a star pattern.
Hope this is of interest.