I took it to be a heat shield, like in another, recent question. In that case multiple panels work better than one, and probably foamed metal is better than solid. It will still heat up, even if more slowly, so you'll still need a radiator on the back end. Even the Space Shuttle and ISS, orbiting Earth, needed/need radiators, probably anything manned in space would, too. Anything incandescent is close to an ideal blackbody, which means it absorbs EM radiation well, when you would prefer to reflect it. Whether solid or liquid, glowing hot is worse. That means your heat shield's properties can change with temperature.
Ionizing radiation is more interesting. In particular, for electrons you want LOW atomic masses to reduce secondary x-rays. If you use lead to shield electrons you will need a lot of lead because of the secondary radiation. Plastics work well. Aluminum is actually pretty good.
Neutrons are not impressed by density; they'll go right through lead. For neutrons you want something with both low atomic mass and high scattering cross-section to slow them, and something with a high absorption cross-section to absorb them. Plastics are pretty good because the hydrogen slows and kind of absorbs them, and carbon is a good moderator, but then you get capture gammas. Boron is a workhorse neutron absorber, high absorption cross-section, hundreds of times higher than hydrogen, but also produces gammas. Back it with something dense. The NIST neutron facility uses wax mixed with metal shot. Lithium-6 will absorb neutrons even better than boron, and without gammas, but that's expensive.
Protons and alphas will be stopped by anything that stops the rest of it.
I can't think of a situation where liquids would be preferred, except for specialty applications like liquid scintillators. Not that the nuclear properties would change, but the structural properties are pretty important, too. See WaterMolecule's nice answer for more on liquids.