Both PEX and copper are good options; however, both have some advantages and disadvantages as well. PEX is less expensive, and fast to install, while copper is more expensive and can burst in cold weather.
If designed properly, an unvented crawlspace in a house in the eastern United States is drier than a vented crawlspace. It also protects pipes better from freeze/thaw cycles and requires less insulation. In this "Energy-Smart Details" article, senior editor Martin Holladay explains how to create an unvented crawlspace, and he demonstrates two options for conditioning the space.