Eventually you'll probably run into a metal ocarina or some other specialty material. Metal ocarinas are not common, but if you're looking for a unique ocarina, you might consider metal. Probably not the best choice for a first ocarina... but if you have the urge to build your ocarina collection, certainly don't let me discourage you from buying metal.
The Metal Ocarina
One interesting thing to keep in mind about metal ocarinas and cold weather has to do with condensation:
This applies mostly to people who play in cold weather, like myself in the winter. I live in a climate that is pretty cold in the winter.
Metal is a very good conductor of heat (or of cold depending on how you look at it).
Your breath is quite moist. Without going into an in-depth discussion of the physics of condensation, just keep in mind that water condenses on cold things (like a glass of ice cold water). Since metal is such a good conductor of cold, in cold weather conditions the moisture from your breath will tend to form in your ocarina's wind way.
In a nutshell...
In cold climates, the cold from the air is easily conducted through the metal ocarina causing the moisture in your breath to form condensation droplets in the windway.
The moisture condensation droplets in the windway will degrade the sound of the ocarina and can cause the dreaded squeak.
Other Specialty Material Ocarinas
You can also find ocarinas in other specialty materials.