EPI!! It's a bit more costly than cedar, but holds up great, a very dense grained wood. There's an invisible connector system which is quite nice. Cedar the next best natural choice.
Can't comment on Trex in terms of temp, but I know it does get stains in it which are well-nigh impossible to remove with time in the lighter colors, which are the most "foot friendly" on hot, sunny days.
Just a heads up, in case you don't already know, but all lumber is in very short supply, with the PT lumber you'll need for your support system almost being extinct right now. Neighbors who have some dock projects planned have been told to forget it until well into the spring.