What's "better"? Faster, or more efficiently?
The speed of sound is proportional to the square root of the ratio of the stiffness E to the density D. See ref. 1. In general this means sound travels faster in liquids and solids than in gases, but the speed of sound in hydrogen is comparable to that in lead (ref. 2).
The efficiency depends on how much of the sound energy is dissipated en route. It depends on the amount of damping in the material. Gases don't damp much, but gas thermodynamics result in some losses as heating. Many solids are designed for high losses (sound absorbent materials) but most are quite efficient, as is air.
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