Background/Objectives: This study evaluates the effects of axial and inclined loading on dental implants modeled with different material properties, thread geometries, and micro-thread configurations to compare their relative effects on stress and deformation behavior in cortical and cancellous bone. Methods: Five implant materials—dentine, titanium, ZrO₂, PEEK, and CFR-PEEK—were analyzed. Each implant model incorporated one of three primary thread designs: buttress, V-thread, or reverse buttress, with and without micro-threads. A three-dimensional finite element model of the implant embedded in cortical and cancellous bone was developed and subjected to a 111.8 N load, representing typical human bite force, applied both axially and at an inclination using ANSYS Workbench 2023 R1. Results: Inclined loading generated substantially higher cortical stress and higher deformation in both cortical and cancellous bone compared to axial loading. Among the materials tested, PEEK exhibited the highest cortical stress concentration and the highest deformation, whereas CFR-PEEK produced the smallest stiffness mismatch with bone among the implant materials, giving intermediate peri-implant stress and deformation, particularly when combined with reverse buttress threads. The effect of micro-threads on cortical stress was material-dependent, increasing for the lower-modulus materials and decreasing slightly for titanium and zirconia. Conclusions: Within the assumptions of this model, CFR-PEEK with reverse buttress threads produced intermediate stress and deformation values between the stiff (titanium, zirconia) and compliant (PEEK) materials under the modelled conditions. Any localized stress change associated with micro-threads represents a change in the computed stress field only; any implication for bone adaptation or osseointegration is beyond the scope of this stress-based model. These findings represent comparative design tendencies that require experimental and clinical validation.