My cage is, and I hate admitting this, half HREW and half SCH 40. It's held up. I have a cage kit from and S & W Racing. It started off with one of their HREW 10 point cages and got modified as needed.
S&W Race Cars
They make good stuff. It's held up. It's in need of replacing after all the torture I've put it through, but still, great cage for the price. I had a buddy do the YJ cage in his TJ. Took some minor retro-fitting, but it went in fine.