Using plastic over steel wings on a windmill is a good idea because the steel will eventually rust. The steel is heavier and the motor on the windmill will have to work harder to turn steel, than plastic. The cost of the plastic is actually a little more than steel, though.
Not all horseshoes are made from steel. Though usually made of steel, aluminium is also sometimes used. Aluminium shoes are dearer than steel. There are also plastic-coated metal shoes, and even all-plastic horseshoes.