Your question is a good one! Although I took physics in high school
and college, I know almost nothing about how electric current travels
through wires, and so I have cut and pasted information I found on the internet. The web page with the information listed below is aimed at correcting misconceptions about electricity. It is meant for college-level students, but is well written, so if you are interested I would encourage you to check it out:
http://www.eskimo.com/~billb/miscon/elect.html.
Perhaps this information will help you answer your own question about why copper
pipes are better than metal wires.
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Electric current is a flowing motion of charged particles. The words
"electric current" mean the same as "charge flow." Electric current is a very slow flow of charges. On the other hand, electric energy is made of fields and it moves VERY rapidly. Electric energy moves at a different speed than electric current, so obviously they are two different things. It would lake one electron two hours to travel 15 feet along a wire, so when we turn on a light, what we think of as electricity must obviously be electric energy and not electric current.

Another difference between electric current and electric energy is that in an electric circuit (such as from a battery to a light bulb and back again), the path of the electric charges is circular, while the path of the energy is not. The battery sends electric energy to the light bulb, and the bulb changes electrical energy into light.
The energy does NOT flow back to the battery again, which is why the battery eventually runs out. At the same time, the electric current is a circular flow, and the charges flow through the light bulb filament back to the battery and so none are lost.

Here's one way to clarify the concepts of electric current and electrical energy: if electric current is like a flow of air inside a pipe, then electrical energy is like sound waves traveling through the pipe, and electrons are like the air molecules. Sound can travel through a pipe only if the pipe is full of air molecules, and electrical energy can flow along a wire only because the wire is full of movable charges.

Sound moves much faster than wind, correct? And electrical energy moves much faster than electric current for much the same reason. Air in a pipe can flow fast or slow, while sound waves always move at the same very high speed. Charges in a wire can flow fast or slow, while electrical energy always flows along the wire at the same incredibly high speed. Whenever sound is flowing through a pipe, the air molecules in that pipe are vibrating back and forth. When waves of AC (alternating current) electrical energy are flowing along a wire, the electrons in that wire are vibrating back and forth 60 times per second. However, the description of air and sound moving through pipes is just an analogy, and electrical energy is not exactly like sound waves. Sound travels inside the air-filled tube as compression waves travelling through the air molecules. Electrical energy also travels via compression waves, with the waves travelling through the electrons within the wire. However, electrical energy does not travel though the wire as sound travels through air but instead always travels in the space outside of the wires. This is because electric energy is composed of electric and magnetic fields which are created by the moving electrons, but which exist in the space surrounding the wires.

Note that electric CHARGE is very different than the energy. The charge-flow (current) is a flowing motion usually of electrons, and electrons are material particles, not energy particles. Although current not always a flow of electrons: when electric current exists inside an electrolyte (in batteries, salt water, the earth, or in your flesh) it is a flow of charged atoms called ions. Current is a matter-flow, not an energy flow.

This is a very interesting question that I had not considered before.Copper is a very good conductor, so it is very easy for charges to move around inside the material. This means that the free electrons will try to arrange themselves so that they are as far from each other as possible (since they repel each other) and so that there are no electric fields inside the conductor. When a wave is traveling though a conductor, the amplitude of the wave as you look inside the conductor decreases very quickly as you get deeper into the material. How fast this decrease happens depends of the frequency of the wave (how quickly the wave oscillates, usually given in cycles per second or Hertz). Power out of the wall oscillates at 60 Hertz, which is pretty low frequency so the electricity flows pretty much throughout the wire.

FM radio stations, on the other hand, put out signal at around 100 million hertz. It turns out that the wave travels through a very thin skin of copper on the surface. No sense in having a lot of heavy, expensive, copper that you aren't really using to transmit your signal, so why not use a hollow tube?

As an aside, if you go up to even higher frequency, you get a lot of signal loss when using copper wires due to driving a lot of current through a very thin skin. What people often do instead is to again use a hollow tube. But now, they let the wave travel inside the tube. This is known as waveguide. The size of a waveguide is around the same as the wavelength of the signal you want to transmit (wavelength is equal to the speed of light, 3 X 10^8 meters/second, divided by the frequency in cycles per second).
For 30 billion cycles per second, also known as 30 gigahertz, the wavelength is about 1 cm. How big would a waveguide have to be for an FM radio station? Is this practical?

That's a new one to me. So I asked my resident physics expert, and he couldn't remember the answer, or find it in a physics text around the home. He says it's related somehow to the fact that the current is AC, not DC. He talked about an extreme example of that in a Tesla Coil demo he saw - the Tesla coil has really high frequency AC. So someone stood on the tesla coil, holding a wooden stick over his head, and the current flowed over the surface of his body and ignited the stick. Maybe you could find an answer by looking up something like 'tesla coil' on the web. Good luck!