Some of the questions that people face is of course what to build their Retaining wall out of, which material will last the longest, which is the cheapest etc. I believe it is always a matter of what we call your Theme,
All of the materials available for building a retaining wall will do the job, sure they may vary in how long they will last and they certainly vary in the cost but the look of the wall in accordance to the theme you are trying to create is just as important. My point here is that you can have a solid concrete wall a foot thick that will out last most other style walls but looks terrible.
So the theme of your garden might suite stone which is able to curve and vary in the base to suite ground level etc, Timber may give you a more formal straight edge look but this can still vary with each panel from one post to the other. Brick and block walls give a very formal look to the garden and not cost as much as some of the others.
Stone walls are probably the most expensive not just in the raw material but in time as well, they can be very tedious, making sure that each stone fits like a puzzle is the key to a good looking wall and of course this takes time.
Time might not be a factor you may consider if you are doing everything yourself but you also might be under pressure to get the job done, so probably the quickest wall to put up would either be a timber post and rail or those interlocking blocks, limited though to 900mm or 3′ in height.
So there are a few things to consider when choosing your material, Price, the look, the durability and strength should all be thought about so take your time, consider the rest of the garden and the effect the wall will have on that as well.