When choosing between wood and composite decking, there are several factors to consider.
The look - Composite decking is built in a consistent manner, so each plank looks the same. Wood decking can have more variation.
The feel - Many people expect that wood decking will have a rougher feel while composite decking will have a softer, plastic feel. This is correct - but there is one more consideration in regards to the feel of the deck. During hot months, composite decking will become much hotter (sometimes uncomfortably so), while wood will maintain a more even temperature.
The cost - Regular Trex and regular wood decking material are pretty close in price. However, there are several major price increases to consider when using Trex (or any composite decking). Composite decking comes with intricate installation systems for handrail. There are caps, screws, and spindles that can only be purchased from the composite decking company, and are considerably more expensive.
The maintenance - Stain and seal wood decking once a year. It will prevent warping and will keep your deck looking new. Composite decks, on the other hand, are essentially maintenance free, a major reason so many choose them for their homes.