I am building small wind generator is it best to mount magnets onto a steel plate or aluminium or even nylon plate

 

It depends on the design. Steel is a pretty good conductor of a magnetic field and that can be useful for closing the magnetic circuit. Nylon is probably too soft and flexible. Aluminum can be useful but it will support eddy currents if it can see a moving magnetic field.

Plywood and fiberglass are common choices. But again, it depends on the design.

So, provide your design or a link to something similar.