I find myself wanting a wok.  Any advice?

Just pick up a cheap one at the local Asian food store.

Remember, you gotta crank the heat way higher than anything else you use.

Think of it as a round, thin, cast iron pan for cleaning and treatment.  But you don't have to season it.

Use well ventilated the first few times until you get the hang of it. You WILL set off your smoke alarms. (I use mine outside with a gas burner.)

Consider not bothering with it if you have an electric stove.

Get the metal scoop, and the wire net scoop too.

Use less food than you would think would work.  Meat in the oil, fry. Scoop out. Set aside. Veggies on high again.  Toss meat back in when veggies are blanched.  Add sauces and some water to steam the rest.

1 billion people can't be Wong!

FPNI

I use mine on my outdoor gas grill.  Is fast and easy.

A good saute pan works just as well.

If you really need a wok, a carbon steel one transfers heat best.  Just be sure it is dry when you put it away so it wont rust.

Purists swear you need one hand hammered by Buddhists monks in the shadow of the Great wall.
A machine rolled carbon steel wok works fine. Get one that is thicker in the bottom and thins toward the edge.
Don't pre-heat the oil before you toss in meat. It will stick. Pour oil in hot wok and put in meat right away and start moving it around.
I use a 170K BTU propane turkey cooker set up outside with a ring for supporting the wok. It's practically impossible to have too much heat available.
This applies to a 16-18 inch wok for preparing family sized portions. If you are cooking for one or two, a smaller flat bottomed wok could work on an indoor stove.
Enjoy!

Assuming you don't have a wok range, get a black iron wok like Lodge makes. It'll hold the heat that stir-frys require...and do it on your stove. 

Carbon steel, cheap from Asian food supplier. If you can't find one local, buy online. Forget where I got mine from but it was ~$13 and the only complaint it had was the handle would come loose and after tightening up numerous times the screw stripped out. I've just dealt with the slightly loose handle, never tightened the screw, and it's been fine.

Do it outside on a high-pressure turkey-fryer burner. Closest thing you can get to a real wok burner without getting a real wok burner. My turkey fryer is ~150k BTU and sometimes I wish it had just a bit more "oomph" when I'm trying to cook an entire family dinner.

As said, small amounts of food, extremely high heat, cook meat first, then remove and cook veggies, add meat back in then add sauce etc...

DON'T go with cast iron; you may as well just use a skillet. Part of using the round-bottom wok is to get the stirring action from "flipping" it. You can't do that with cast iron (too heavy), and it's hard to do with anything other than a true round-bottom wok. Just get the light-weight, carbon steel round bottom wok with a normal handle on it (not the D-ring handles).

any carbon steel wok should do, it shouldn't be too thin, though, otherwise you might get an excessively hot, hot spot in it.

as for cleaning, in the restaurant biz, after a dish is cooked, water is let into the wok, with the heat on, and a bamboo brush is used to scrap any remaining food off, as it is whisked around in the water and the sides of the walk. then, you use the same bamboo brush to whisk the water out of the wok with the heat on, to dry it.

that was all that was done in my parent's restaurant. for home use, just wash in the sink, then put it back on the heat and heat it dry.

here is a shop in san francisco I have purchase things from before, that has a collection of different types of woks you could look at - the store itself has been there, it seems, like forever, but this is the digitial storefront

http://wokshop.stores.yahoo.net/reworkwok.html

if you get a rounded bottom one, make sure you get a ring for it to sit on, most home users use the one with holes, and both a flat spatula, and a ladle. also, don't forget to get a lid

when you use it on a stove, you might want to put a sheet of aluminum foil with a hole cut out for the burner down first, to make it easier to clean the stove top afterwards, as you might get some discoloration from the flame coming back on some stove surfaces

Just ran across this.  For the love of God, do NOT buy an electric wok.  Worthless piece of junk won't get hot enough.  

A good way to season a wok is to make popcorn in it. The popcorn comes out good to boot!

I'd go to Ginn Wall Hardware store on Grant (between Jackson and Pacific) in SF Chinatown.  Cure it.

I prefer to stir-fry in a skillet.

My propane stove does not put out the same heat as a restaurant wok burner, and with a ring it sits too high above the burner.  On the wok rest (just flipping over the grate on my stove gives you a wok rest) all the heat gets routed around the wok and up the sides, with the bottom being a relatively cold spot.

Putting a De Buyer (spelling?) skillet on the big burner, cranking it to high, and frying away works better for me.  Absolutely nothing magical about a wok, or a chinese cleaver, or chopsticks.  The food tastes the same with a skillet, chef's knife and fork.

I have a wok that I bought in 1979 that is still going strong.  I've used it weekly since the original purchase cooking hundreds of meals of all sizes and contents.  The utensils that came with it have long since failed or fallen apart.  You've received lots of good advice here regarding wok specifics including advice to avoid electric woks.  Mine is rolled steel that has seasoned well using coconut oil after light cleaning.

Mentioned above is the idea that you don't really need a wok to cook most of the things that you use a wok for; I have successfully duplicated all of the recipes that I've cooked in my wok using conventional cookware including cast iron.  My advice would be to "dance with the girl you brung."  Use what you have and don't get in a rush to purchase a wok unnecessarily.  It's my opinion that a wok in simply a geographical favorite for recipes that originated someplace other than the United States where we began using cast iron as our geographic favorite.

I love my wok and enjoy using it but have realized that when I bought it for $55 a very long time ago, it was really a waste of money then as it would be now; large, hard to store and doesn't travel well.  I still love it.  Good shopping.

For a wok to work properly you need a lot of BTUs, probably more than your stove top can put out.

Charcoal grills can provide the necessary energy.  You'll need a wok ring from Amazon to keep the wok stable on the grill.

I've got an awesome cast iron Lecreuset wok...but have an electric stove

The wife bought me a carbon steel wok and I love it. With any wok you'll need an ample supply of heat output. Our gas stove has a pretty high output on one burner so it works well. Also our s came with a burner ring to set it on. This stabilizes it and helps direct the flame where you want it.