I know that sound doesn’t travel in a vacuum, you can hear it muddled in water, and different temperatures of air transmit better. But which is the “best”. Let’s say you had a speaker and a microphone in an enclosed case filled with whatever you wanted, which would be the best medium to ensure the best sound transmission?
Because you're ears evolved to hear sound in air. It's an interface problem, not a transmission problem. Same with speakers and microphones, they are designed to be used in air.
So if you want to actually hear the sound, stick with air.
If you just want to transmit some information via sound, a dense solid like a metal will give you the best speed and distance.
I would say degenerate matter in a neutron star is a better conductor of sound. It's densely packed and doesn't have to deal with pesky things like electromagnetism slowing down the sound wave.