There's not a huge difference, generally. There could be some cases where one is better or provides a more precise meaning.
'To be made of' is very general, and it could refer to what material is used in the construction of a product. This version could also be used to describe more abstract personal character traits...like: 'he is made of the right stuff,' implies he has a good, strong character.
Like Dan alluded to, ‘to be made with,’ is the most vague. The product may only have a very, very small fraction of something in order to meet the definition of ‘made with.’ You'll often see this in marketing language. Things like: made with real ingredients, made with recycled materials, made with sustainably sourced components, made with real juice, etc.
Generally, ‘made of,’ ‘made from,’ and ‘made out of’ are used when there is a significant amount of that material present. If something is ‘made of wood’ or ‘made from wood’ you'd probably be able to tell/see that it's made from wood (in most cases, excluding materials that result from a highly industrialized, refined process).