Leatherneck: You're mis-reading the catch rules. Yes, "Difficult to research" is worth only +1 - but that's in addition to any bonus for the rarity of the catch; assuming that the rarity is "Something anyone could get a hold of", the total catch is a +3.
That said, in order to get the +1 from difficult to research, it has to be *possible* to research the catch without knowing anything about your character in particular. If you don't want something that can be researched via magical knowledge, I'd suggest making the catch publicly accessible knowledge - something that you can request information on under a freedom-of-information type act, or possibly something you can (if you know where to look) find online in an infodump some hotshot hacker dragged out of the federal computer systems. In other words, findable, but not something most people could (or would think to try to) get their hands on.
As for what special material to use... I'd tend to either avoid the really obscure and hard to get things (like depleted uranium, or plutonium, or anything else that's likely to have legal restrictions on its possession) - at least unless you're vulnerable to multiple types of things. Maybe gold? It's nice and chemically inert - but can work as a catalyst.
Or, hey, here's a notion: it's not any specific element that you're vulnerable to, but extreme heat or cold; your powers protect fine against ordinary ice or fire, but you can be easily harmed by (and don't heal rapidly from) damage caused by, say, an oxy-acetylene torch, large-scale incinerator, or some twit with a flask of liquid nitrogen. (Of course, that would mean that some - but not all - fire/ice magic will get by your defenses. So sad.)