Gorgon,
Gold and atium are special, and I can't answer without spoilers about the plot. If you want, I'll go into detail--but before I do that, edit the title of the thread and add a *Spoilers* to it.
Feruchemy will be discussed at length in book two. However, I can tell you that yes, certain metals (analogous to the Allomantic metals) store certain attributes. For instance, Sazed stores memories in what he calls a "coppermind," while he stores his eyesight in a "tinmind." Again, I can't give more information with spoilers--but I will if you want me to.
The longest lasting of the Allomantic metals is actually copper, which is used by Smokers to hide Allomancy. Tin is second, however. Steel and Iron are actually rather quick, but since they're generally used in bursts, it's hard to notice. Both brass and zinc are medium, as is bronze. Pewter burns the fastest of the basic eight, though atium and gold both burn faster than it does.
In my mind, it's related to how much 'work' the metal has to do. That's why pewter, steel, and iron burn so quickly. A lot of weight and power is getting thrown around, while copper only has to do something simple. However, I never really set any of these things hard-fast.
And, only atium is really all that rare. Because of the value of the metals, the noble houses expended a lot of resources finding and exploiting mines to produce the metals. This resulted in a slightly higher value for most of them as opposed to our world, but not really noticeably so, because Allomancers really don't need that much metal. Even fast burning metals, like pewter, are generally only swallowed in very small amounts. (i.e. A small bit goes a long way.)