You really should tell the vendor that they made a mistake and ask them how they would like to deal with it. That would be the honest and honorable thing to do. While it may seem great that a faceless business made an error in your favor, there are actually people behind it. So the question is really how will you feel about later? I don't mean to be preachy. Heck, I'm not even religious. I just think that right and wrong are pretty much always black and white and everyone has to live with their own conscience.
They may ask you to pay the difference if you want to keep them, or that you ship them back (on their dime) if you don't. You may be able to make a nice win-win deal like you pay the difference minus whatever their expenses will be to ship the CF's in return and the correct alloys out to you. Or they may just say, Ooops, our mistake, you keep em. But gosh, wouldn't it feel good at the end of the day to know that you did the right thing?
I recently had a similar mistake made recently in my favor. I ordered some telescopic HID kits from an eBay retailer this winter. Because the kit that he assembled for me was kind of a "special order" he somehow shipped me 2 wiring harnesses (only had paid for one) and 3 telescopic bulbs (only paid for two). I emailed him and informed him of his mistake. He asked me to ship the extra parts back on his dime, which I did. I could have got around $50-60 for those pieces, but I feel much more than "$60 dollars good" about having returned them. YMMV
As to which is better, the CF is cooler to the touch, and quite a bit lighter. It also has a certain high tech cachet.
Alloy is brighter, shinier (not always a positive) and would be less obviously an after-market add-on.
They should both sound and perform about the same. If you can afford the extra, I'd go with the CF cans.