Durability and corrosion resistance are the biggest worries with something thats got to last for a long amount of time on Earth but Earth isn't too harsh of an environment over the last million years ( nothing like when it was a burning ball of hot magma ).

So yeah. A nice thick steel box, maybe 1 inch steel on each side. If you want to be more sure, use a steel/titanium alloy. That settles the compression issue for the most part. As for corrosion, plate it in Gold. Gold or Platinum. If cost is no object these are the two best metals to plate something with in order to avoid any kind of corrosion. Make sure its air tight and you're good.

P.S.: Don't forget to line the inside with lead, you don't want that radiation getting out.