TREX and Millenium are the two I see the most of. Trex is a mixture of wood and vinyl, Millenium just vynyl I believe. Besides being utterly water and bug proof, there is no advantage to these products over treated wood, for the most part. If you put a treated deck together, and put some linseed oil or something like that on it once every 3 years, it'll outlast you.
The vinyl composites are super expensive, and they get awful hot in the sun - like forget going barefoot on the deck - it'll burn the soles off your feet.
All in all, I build a lot more treated decks than I do composite. I do used composites in non-structural rot proofing applications, but that's another issue.
As you can tell, I'm not a particularly big fan of these products in general. They are too expensive, too hot, too flexible, and not particularly attractive in my opinion (we joke in the industry that trex comes in "not-quite-purple" and "not-quite-grey".)