Look for a wok that is heavy aluminum, stainless steel or traditional cast-iron. Make sure it is not too thick, though, or it will take too long to heat up. A 14-inch diameter wok is probably the best all-around size, since it can be used to cook a whole fish or a simple sampling of your favorite vegetables. A cover is important when you want to stir-fry something and then have it finish braising in the wok. You may need to use a wok ring if the bottom of the wok is rounded.