Shape - Woks have rounded bottoms and either set atop a ring for stability over the burner, or on a specialized burner grate. Obtain a wok ring that best matches your burner's configuration. Other woks have a flatter bottom that sit like a more traditional pan on top of a burner, yet still feature high, concave sides.  
Size - Choose a size of wok that meets your most common cooking requirements. A 12-14-inch wok is usually perfect for home cooking and meals for 2-4 people.
Material -Carbon Steel and Cast Iron - Traditionally, woks have been made of carbon steel or cast iron. This type of surface requires seasoning and re-seasoning to prevent rust and to foster a naturally non-stick environment. Many woks in the West go unused because of the diligence involved in seasoning the pan and keeping it top-notch condition. In Asian cultures, wok maintenance is not an issue - the wok is used frequently enough that the pan becomes seasoned and stays seasoned with no effort.
Material - Nonstick Surfaces - For many of us, a nonstick wok offers just the right amount of practicality and purpose. However, choose a non-stick wok wisely; some nonstick surfaces are not suitable for high temperature cooking. Newer, safer, nonstick surfaces are now available and have been applied in some great new wok styles. With nonstick surfaces, very little oil is required allowing the stir-fry dish to be a healthy preparation.
Handle Style - When cooking with high temperatures, handle considerations become an important feature. A long handle with an opposing helper handle works well.